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Are you sure the others are not laying elsewhere? While it's common for newly laying hens to be erratic in their laying, I would think that you would have seen a few more eggs after three weeks.
As for the light. Would you enjoy sleeping with a light on all night? I know I wouldn't and I don't think the hens would either. All living creatures need periods of dark and light. It's the natural cycle of things.
To add a light to make up for the decrease in daylight during the winter, you need to shoot for a total of 14 hours of light a day. You can set up a light on timer to easily achieve this. The timers are less than $10 at wally world.
IMO, it's best to add the light in the morning vs. the evening to allow the chickens to go to roost in the evening naturally and no one will get stuck on the floor from the lights going off suddenly at night. An example - At your location, it's currently getting dark at 6 PM. You would set the light to come on at 4 AM, to give them a total of 14 hrs.
Finally, there are pros and cons to adding artificial lighting to stimulate winter egglaying. It would worth your while to do a search here on BYC about the benefits vs. the risks.