Sometimes if the time when the hen is in the stage of "putting on the shell" and gets interupted, or even a late night predator scares the hen, she will lay an egg without a shell....just the membrane on it. Happens occasionally. I have a hen that I had to get a solution from the vet...calcium, amino acids, phosphorus, etc...as she continuously layed shell-less eggs no matter how much oyster shell or food rich in calcium I fed to her. She still lays thinner shelled eggs than she should, but at least the shell is on the egg and she can pass them!
