Well it turns out there was a tiny little gap in the wire in the bunny cage....Cocoa probably didn't go in and catch one after all. We went out to water and there was a tiny white fluff running back and forth trying to get back into the pen. Of course all three Chi's took off after it, and I must have woken the neighbors yelling---they did stop and we were able to capture it and put it back in its home.
We also discovered that there were more than we thought, which is a nice bonus.
I had wanted to ask the neighbors if they would like Easter bunnies for their grandchildren, maybe I will ask them tomorrow.
I'm still upset, but Cocoa was only doing what instinct told her to do.