Blue herons can really clean you out of fish quick, once they see the bright colorful "all you can eat" fish from the sky! Had them dang blue herons last spring, and I too went threw the "what happened to all my fish" and was puzzled about the missing fish for days until one day when I came home from work and looked out the window, and low and behold, there he was, all big and mightly looking, with that big long sharp beak, hunting away for fish in the bottom pond.... it was if I could read his mind, as he gazed upon my rapidly dwindlying supply of small fish, thinging to himself, "I have'nt tried the black little fantail fish yet, let me just have a little bite...."
Here is a picture of what I did, and he has not been back since, cost me nothing but twine and a old pill case that I ripped into thin strips. There is only about six strings of twine strung up over pond, it was enough to keep that bad blue heron from "dine and dashing"!