Humidity is directly related to temperature so the hen's body heat and natural moisture excretions will regulate humidity. The idea of a shell, as well as protection, is that it can contain heat and moisture for the short periods that a hen won't be sat on them. If you've ever taken an egg off a...
A broody hen's body temperature will remain exactly the same ALL the time, just like yours and mine. That's how warm blooded animals survive. The only time the temperature will vary is when then hen gets off the eggs once a day to feed. The temperature will only drop by a degrees or two because...