What do you mean "disappear"?
When exactly is the lone egg due to hatch?
The first thing I'd do is remove the two hens that area NOT setting the egg and get them into broody breakers immediately to break their broodiness. They will need to be locked up for at least 4-5 days. In an elevated wire dog crate with no bedding in it and a piece of wood to perch on. Do you know the ins and outs of breaking a broody?
Tonight, I would candle the last egg and make sure it's still alive. If not, remove it and set up a third crate and break the last broody hen.
If the egg is still alive, you have to leave her where she is to hatch it. Once it's hatched and dried, move mom and chick to the floor of the coop and let her raise it.
Is your coop ground level or elevated? Chicks have a very hard time navigating ramps.
The flock needs to be switched over to Flock Raiser crumbles, All Flock crumbles or a good chick starter with a container or two of oyster shell on the side for active layers. That should be done now.
The mother will raise the chick and will feed it so she needs to have appropriate feed for it. I would just leave the flock on the above diet permanently. It's the best way to feed mixed flocks and inevitably, we all have mixed flocks.