The usage as implied in option (1) refers to a structure in which a bird lays its eggs and rears its chicks. In option (2), the term 'nest egg' is used to refer to money saved for future use. In option (3), 'nest' denotes group of objects, which are designed in such a way to fit in each other. In option (4), either the expression should have been 'nesting ground for the thieves' or 'nest of thieves', which implies a secret, protected place, especially one used by criminals.