It is possible to have a confused broody, but I imagine the signs can vary. I'm not confident this is what's going on with your hen, but it's the first conclusion I had. I had a pullet who, a month after laying, I found her clucking away and hunkering down on a surprise hidden nest in the woods...
Do you know the signs of a broody chicken? It sounds a little like a broody hen, who as you said, hasn't quite figured out what she is doing.
A broody hen might have some or all of these behaviors:
Refuse to move from the nesting box
Fluffs her feathers out to make herself look big
Growling...