I purchased two cochin bantees last year and to my surprize one was a frizzle...unfortunately he must of carried two of the F genes, as all of his flight and tail feathers broke off along with large bald patches on his body, that wasnt due to molting. He really looked monsterous, and had bright red skin and feet, that appeared to be inflamed yet no sign of parasites on him or the rest of the flock.
He looked so unhealthy and inflamed, that we finally culled him today and thus revealed that he had some internal problems as well, such as: an enlarged liver, heart and testicles all of which were larger than any large breed roo we have ever seen, His body was just skin and bones with no edible fat/meat except for his legs which were large/meaty and out of proportion to his size.
Needless to say this little bantee was probably a good example of why you should not breed frizzle to frizzle and need to be careful about breeding if you have frizzle chickens in your flock.
I would guess that could explain your mysterious feather loss with your frizzle hen.