Have you looked deep at the bottom of the nesting material for those shell fragments? What usually happens when an egg breaks in a nest is the chickens will eat it and leave the shells. Then the shells get trampled into the nesting material and eventually sifts down to the bottom. If you go look, I bet you'll find shell bits under all the nest material.
There is an outside chance your hen is suffering from a broken egg inside her. If that happened, she would be behaving sickly. Her eyes would be droopy and dull, her tail would be low and flat, and she would be either hiding in a nest or isolating herself in a remote part of the run or coop away from the others. In that case, she would need treatment for this ruptured egg.
But first rule out a broken egg in the nest that's been eaten and the shells are hiding at the bottom of the nest.