Its very normal for broody hens to loose breast feathers. In fact, they don't loose them at all. They pluck them out and use the as cozy nesting material. The featherless patch allows them to put that bare chest right up against the eggs to keep them toasty warm
I love me some broody hens.
As far as that egg goes, I don't see anything abnormal about it. I get eggs with spots like that or that are half darker and half lighter all the time. My girls that lay them are still alive an well
What I do suspect is this. Hatchery birds are bred for egg production. Being bred to lay an egg everyday puts them at risk for production issues (as you said). She was probably egg bound or an internal layer, leading to her demise. I had a similar situation to yours, except mine involved two hatchery white Leghorns (my beloved Cottons #1 and #2). I though Cotton #1 had went broody (she was the sweeter of the two, only way I could tell them apart). I was flabbergasted bc Leghorns are not known for being mommas, especially hatchery bred Leghorns. Stupidly I gave her some eggs and let her get to work. Or so I thought. The day after I gave her those eggs, I came home from work to find her dead in the same nest box I'd left her in. My suspicions were confirmed when I autopsied her and found quite a few developed and undeveloped eggs all lined up waiting for their chance to escape. She was an internal layer- poor, dear, sweet Cotton #1. Still miss that girl 
And yes, I'd say Baby looks like a perfectly healthy fellow. I'd be proud to have him look after my flock. You should be too
Nikki

As far as that egg goes, I don't see anything abnormal about it. I get eggs with spots like that or that are half darker and half lighter all the time. My girls that lay them are still alive an well


And yes, I'd say Baby looks like a perfectly healthy fellow. I'd be proud to have him look after my flock. You should be too

Nikki