Shandong Yidu County is in what is now Qingzhou City, Shandong Province, and the Magpie's Nest may have been a specific village or area. However, I cannot determine the exact location of the Magpie's Nest or whether the place still exists.
Also, Jiangsu Siyang is a county in Suqian City in what is now Jiangsu Province, located between the Huaihe River basin and the Yangtze River basin, a region with a long history and one of the current economic and cultural centers.
So it can be assumed that your ancestors migrated from Shandong to Siyang, Jiangsu Province, but the exact migration route and time may require further research and understanding of the family history to determine.