Of course it could have hatched and she killed and ate it shell and all. A piece of space junk could fall out of the sky and hit your house today. A lot of things are possible but many aren’t very likely.
An egg can just disappear and you don’t know what happened. It’s rare but it happens. I’ve seen it a couple of times and have no clue what happened.
It is tremendously unlikely that it hatched and did not leave any evidence. I’ve seen snakes eat eggs out from under a broody hen. It’s quite possible some critter did something. Many critters like skunks, possums, or rats should leave some evidence but not all do. I could see a scenario where an egg got kicked out of the nest and the other chickens or a pet dog made the egg disappear. When you deal with living animals some things happen that just can’t be explained.
I don’t know what your coop or general set-up looks like. One suggestion is to look at it to see if you think a snake or some other critter could get in. Dig into the nesting material to see if it got hidden down in there somewhere. Maybe look in the coop or general area to see if you can find a soggy mess or bits of egg shell where the egg was eaten. Other than that I just don’t know. That is hard.
I wish you luck on the other two eggs.
