No the hay area is not enclosed. What she is doing is taking the chicks under the boards that the hay is stacked up on. What I have been having to do at night to handle the chicks is lift up a piece of plywood to expose her.Awwww - yes that is heartbreaking - in the short-term. But, they will be growing up and moving on, so it is the best time to send them to their new home. I am happy you are keeping the one chick for her to continue to coddle. Maybe she will keep that chick with her a bit longer now the others are gone.
I have to ask - is your hay inside an enclosed area that is protected from predators?