Here's a neat trick to successfully adding a single new hen to a flock. Yes, it's true the flock likely will treat the new hen as an intruder, but you can ease things by taking your most easy-going hen in your flock and putting her with the new hen, letting the two of them form a relationship.
If you have a dog crate that is large enough for the two hens to move around but still be forced to share each other's space, they will likely bond. Give them a few days together and then move the crate into the pen with the other two hens. Let everyone get acquainted for a few hours before you let the two new best friends out with the others.
The objective is for the new hen to gain self confidence from her new bond, and the others will be more likely to accept her when she's introduced with the hen they already know. This should work no matter how many are in the flock.