I remember researching this after I watched two mud daubers get trapped in my dorm window and really, really struggle to escape through the many holes in the window screen
There were two plane incidents, where mud daubers had built nests inside the planes that covered vents and messed up the flight abilities of the planes.
One resulted in a very bad crash. The other was caught during an inspection, so no one was hurt. But the wasps needed to move.
So, from what ive read, they return to the homes they build. Males and females both work on the nest. They're known to refurbish other nests they find as well!