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I think she has the urge to lay, too - just that's my first thought. The normal droppings - that's good. It may be that she's not egg bound, but is working on laying. Maybe even she had an egg in there that is shell less and hasn't passed. But I think she'd be acting a lot more poor if that were the case.
This sounds like the pretty typical behavior that new hens have if they're not the ones that just start perfectly. It's good that you mixed the oyster shell in with the feed. Did she actually eat it? Is it a crumble, or is there any powdery bits in there? The vitamins will help her immune system while she's obviously stressed, and the D vitamin (particularly if you use an oil based, not water vitamins) will help if there are calcium issues for the first egg.
What my first suspicion is, again, is that she's gearing up to lay an egg. I had a hen do this for two weeks. Then she finally popped it out. I"ve had that happen in about 1 fifth of my birds, even though their first eggs are perfect in this case. It's a stressful and very hormonal time for them.
That being said, I don't want to just assume - so again please do check her for parasites. They're quite like other lice - some are almond shaped, that same size, and wheat colored. Others are grey and thinner, about as long as this letter: i or sometimes l . They may have a red bottom from sucking blood. Mites are trickier - they can be the size of this typewritten period: . Or smaller. They also tend to only really move at night unless they're very young. So that's why you have to kind of check at night as they get on the birds on the roosts. Take a flashlight - turn the light on of course, but a flashlight gives you stronger light so you can see better in the shadowy areas among the feathers. Maybe have someone help you so you can concentrate on spotting them.
Ataxia (staggering gate) is a sign of weakness. That can be from anemia (which is why we want to rule out thinness and parasites), or upcoming disease, or from laying issues, stress, etc. That's why we're looking at these issues.
On the warm bath - I kept almost typing that, but I don't think we're at that point yet**. What shape was the vent opening again, the actual anus? Is it bigger and more like _ or more like a period . ?
Weird thing to ask, but it will tell us a lot.
** That being said, it's a thought. But I think I'd palpate her inside first.