E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Looking for a pies nest (French). Looking for something you are not likely to find. (See below.)
He is in the pies nest (French). In a fix, in great doubt, in a quandary. The pie places her nest out of reach, and fortifies it with thorny sticks, leaving only a small aperture just large enough to admit her body. She generally sits with her head towards the hole, watching against intruders.
Je men vay chercher un grand peut-estre. Il est au nid de la pie.Rabelais.