Thanks everyone for the swift replies!
I am in Queensland, Australia.
It's good to hear that it is likely just broody. I guess then the only thing that confuses me is why she fluffs her feathers for a while and makes a weird noise (like she is uncomfortable) after I take her out of the coop. Is this just because she is cleaning herself and doesn't want to be out of the nesting box?
Thanks again for the replies.
She's just fussing about like broody hens do when they are off the nest.They do have a rooster but no source of fertile eggs.
Sounds like she's o.k., if you don't want her hatching eggs, then break her broodiness.
Does the rooster live with the hens? If he does, then he's likely mating them and you do have fertile eggs.