Wire mesh is the only reliable bulb protection.
Probably rodents if you dig up a bulb and it’s hollowed out or just gone. Squirrels, mice, and voles love tulips (daffodils are less tasty, but not immune). You’ll notice small holes or tunnels near where you planted. Sometimes you see the bulb shell left behind like a discarded candy wrapper.
Protection is straightforward: don’t bother with scent repellents or cayenne pepper—rodents adapt fast. Plant bulbs inside wire mesh baskets or lay hardware cloth over the planting area before covering with soil. I bury the basket, place bulbs inside, then top with soil. Works for three seasons. The cheap plastic mesh bags from garden centers also work if rodents aren’t determined.
I wouldn’t bother with mothballs or ultrasonic spikes. Those are a waste of money and smell terrible.
Mice will find a way through anything less than metal in my experience.