Juncos nest on the ground (usually; sometimes they will nest higher, even reusing old robins’ nests, but I’ve never seen this myself. It’s probably because I’m short). This makes their nests tricky to find, since in the first place, there is a lot of “the ground” to search, and in the second place, you have to be really careful where you step while you search.
They don’t just nest on the ground, though: they often hide their nests underneath things. Some of them are quite good at it.