This odd behavior has been documented in at least two states. More than 90 years ago a West Virginia naturalist collected a bald-faced hornet nest and hung it in a shed. Sometime later, he noticed a pair of Carolina wrens had apparently modified the entrance hole of the nest to enable them to easily enter and leave the football-sized nest. He went on to report Carolina wrens used the hornet nest as a winter roost site for the next five years.
Never would have thought this could happen. Guess we all need to sleep somewhere.
I’ve never seen any hornet nests in my area, but there are numerous Carolina wrens. They’ve nested in the battery compartment of my tractor, hay bags hanging in the barn aisle, feed buckets handing on stall doors, a stack of cardboard boxes in my tractor shed, various nooks and crannies in my stock trailer, and so on. They usually raise several clutches each year.