I thought I'd just describe how things evolved.
I started to place Bluey outside with the others first thing in the morning and eventually she returned with the others to the coop at night. So, she would come out of the coop, wait by the shed door most days to be let in at about midday to lay an egg and then come out again in the early afternoon. Seemed to be working fine.
A couple of days ago she wouldn't come out of the coop. Eventually I lifted her out.....the roosters were after her....I chased them off. She ran down to the shed and waited by the door. I thought she wanted to lay early, so let her in. No egg by 1:00 pm, so I put her back outside (She's very tame and just waits to be picked up). As soon as she was down she ran back into the shed. I tried again.....same thing. Maybe she's going to lay late? No....she just wanted to be in the shed.
So.....there's a La Fleche already in there who had been a bit unwell, (but has subsequently recovered and is back with the flock), but she ignored her. She just went around scratching the straw and generally seeming to be happy doing her own thing. So she is staying there....she has the choice of a cardboard box or an old rabbit pen as a bed. The shed is a massive agricultural shed, so there's plenty of room to wander, and she doesn't seem to want company, though she comes over to me every time I go into the shed to see what treats I might have for her.
I'll have to find a little corner for her at lambing time as the shed will be full, but this seems to be what she has chosen.