I know what you mean about the stress!
Is it day 21 for the eggs in the incubator? I would give it some time and try not to stress too much. I have read that eggs can hatch as late as day 24, although if one has started hatching, that sounds unlikely to me.
We managed to integrate 2 chicks...
I would say there is hope, and just leave it in the incubator.
I had a similar situation with the broody hen - and did the same as you by buying eggs, but giving 2 of our own to the broody while we waited for the post. We had the first 2 chicks hatch 5 days before the others, but as there were...