I checked on my broody's eggs this afternoon and she's apparently lost one... I have no idea where it went. There isn't even a shell left. Her pen is predator proof. That one pen even has 1/4 inch hardware cloth instead of the 1/2 inch that I usually use...
When my Bantam broody went a really long time and The hatch didn't work out I gave her some new eggs, she ate a few of them in their entirety... Maybe your hen ate it. You could cook her some eggs if that's what's going on.