Typically brooding hens will brood alone, and WANT to, and it is best to have them separate and isolated so they can peacefully go about their business without disturbances to unsettle the matter...but then again, some actually prefer to co-brood with other hens, especially if they are sisters and go broody at the same time, and some close flock members likewise.
It is likely she was simply objecting to being moved after having chosen her nest site. Most hens do not like to move once they've begun the brooding process having bonded to the idea at that particular spot and will take several days to settle in a new location...some hens never settle in the new spot, especially if they can see and/or return to their old spot.
As to roo's...usually it is not a good idea as mom does not want them around as they are just a source of distraction and irritation since they prefer strutting around getting attention and are not interested in the process, but some roo's are great daddies and really take care of their brooding ladies. If they seem to be helpful to one another, and you really are concerned about her being alone in very cold weather, you can try it and watch very, very closely to see if he is a help or a hindrance. Likely he'll be a disturbance risking eggs, but he might prove useful if he is the right type. Contact @fisherlady as she has been very successful at a more communal brooding set up and likely can give you some pointers and the signs if looks possible. It really depends on the birds....but only especially calm and laid back birds will communal brood with success and only a very special rooster will be helpful to his ladies, protecting them so that they can go about their job.
If your concern is about her warmth, she should be in a protected area that is free from wind and cold drafts. An ambient cold temperature won't bother her, but wind, drafts, and damp is not good. My hens have been fine hatching in the teens with wind chill below that and 6 inches of snow on the ground...but they are out of all of that weather in a cozy nest in a sealed brooding hutch. Good air circulation, but no cold or damp drafts. And no outside source of heat. The hen will be incubating those eggs at 100 to 101 degrees, so she IS the heat source as long as she is out of the elements and drafts.
I would be more concerned with your addition of a couple more eggs later to the clutch than the egg that had yolk on it. Staggered hatches result from eggs being set at different times, and it often creates a situation where the hen will stay on the not yet hatched eggs ignoring the hatched chicks or will ignore the not yet hatched eggs to tend to the hatched chicks. Chicks do not need water or food for the first 2 days of life to allow for some natural staggering as it can take 24 to 48 hours for all the chicks to pip and hatch...with eggs being set at the same time...your eggs could hatch up to 4 days later. That could create a situation as mentioned above especially for a first time broody hen. Most hens will be up and taking care of the hatched brood by day 2.
You can let this all ride and see what happens, but definitely do not add any more eggs and try to keep things as stable and calm as possible so the hen can focus on her job of incubating those eggs and hatching some chicks.
Good Luck
Lady of McCamley