I was a nervous wreck the first time I let a broody hatch. Seriously my blood pressure must have been off the charts and I probably appeared deranged. But in the end, I let her do her thing, she did admirably, and I learned not to worry so much. The vast majority of the time, they actually do...
I generally move my broodies to a safe area as soon as they start to sit. I'd be inclined to let her hatch where she is, then move them to a safe place afterward when things settle. I wouldn't want to upset the apple cart mid hatch and have her upset and leave the eggs. Not knowing her...