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Yes, that is more membrane....same membrane that inside a shelled egg. I think it's explained in this excellent video, which is worth watching regardless:

Do you mean a shelled egg within a shelled egg? I think that's much more rare than just an extra membrane.

Probably, hopefully a glitch. This is caused by 'counter peristalsis'(I think that's what it's called) ...a fully shelled egg backs up in the system and gets another coating of membrane.