I haven't checked on her in a few days. I should do that this evening. Hopefully she is still hanging in there.
My biggest concern is when they hatch and the fledglings start to get too big for the nest that one might back up the 3 or so inches to the downspout and fall in. Once she is off the nest I think a little wire mesh will be going over the opening.
I have only seen Red Headed Woodpeckers once in my life when I was duck hunting along Chiques creek back in the late 70s when a whole flock flew in and landed in the trees all around me. Great catch on the camera.