I have never had them spray their shelters either but I guess there is always a first. I'd guess a cat IS sleeping there, or making it appear to belong to them, and it's a different cat that is doing the spraying.
Hmmm, wait. I don't put litter boxes in. I'm in a big rural area, they don't need litter boxes. Do you really need a litter box? If you do then what about putting it somewhere else, separately?