Take good pictures. That is an extremely rare occurrence. So rare that there's no data that explains why. For some reason the fully formed egg backs up in the reproductive tract through the uterus, isthmus and magnum; then joins up with a newly released ovum. Then it moves downstream again and gets new albumen and shell.
I saw a picture once with a green egg inside a brown egg. Probably the blue pigment was already spent and only the brown was applied to the second shell.
I doubt it has anything to do with molt. During molt, there are usually no eggs.
