There are some possibilities in answer to your question.
1. It is anatomically a female (by genotype...by genes), but because of an hormonal imbalance some of the phenotype (physical appearances) take on male attributes...similar to a menopausal woman growing chin whiskers and gaining a husky voice. She is still female, but now bears some masculine physical features. This can happen in chickens when there is injury or hormonal imbalance. Hens only have one working ovary and the other is an undeveloped gonad. If the working ovary doesn't work, or doesn't work well, then the other gonad can activate producing androgens that develop the male features. Normally this happens in older hens, but it can occasionally happen with a younger one. Usually they are not laying well due to the hormonal imbalance. These hens can grow saddle feathers, larger combs/wattles, and begin to crow.
2. The dominant female in a flock will sometimes begin to make crowing sounds, almost always not a full cock-a-doodle doo, but a crow like sound. Usually because of reason no. 1 but can be a fully normal, laying hen, that is taking the dominant role. This usually occurs, when it does occur, when there are no males in the flock. (I kept a hen only flock for years, and never had this happen, so it is not common).
3. It is a chimera...genetically half female and half male (although that doesn't look to be the case). That is very, very rare, but does happen. Typically one half of the bird is one sex while the other half is the other sex. See article link:
http://www.sciencebuzz.org/blog/chimera-chicken-gives-insight-avian-sex-cell-development
4. It is actually a rooster, but low male hormones prevent the full development of all features. Same as the girls, if the one gonad which would be producing male androgens fails, the male will not develop fully.
5. It is a hen feathered rooster. Some breeds actually produce hen feathered roosters regularly (henny feathered), if not normally. The bird is fully rooster, it simply does not have the genetics for male pattern feathers, or rather the female pattern is switched on instead. Some breeds that do this are Silkies (though there is comb and usually crest difference), Henny-Feathered Games, Sebrights, Golden Campines, and sometimes Wyandottes and another one I can't remember at the moment....ETA: Hamburgs!
https://www.backyardchickens.com/t/574747/hen-feathering
Since this has been a hen that is known to have been laying, or thought to have been, I suspect reasons 1 or 2.
I would trap nest the bird to see if it indeed is laying or a rooster in disguise.
FYI,
LofMc