Since you live in AZ, and it is VERY hot, She should do fine based on how she looks in the photo. I have had hens hatch every egg without trouble but this in not common among my American Gamefowl hens (only once every four years approx). AGF ,like your Cochin, are considered one of the broodiest breeds of all chickens. Each year I have (out of 20 hens used for breeding) at least 15 broody hens and they average out about 10 out of 12 eggs. They usually leave around two or three un-hatched eggs in the nest. I would not expect every egg to hatch but would expect her to hatch at least five of them. If she can't cover an egg completely then I wouldn't expect it to hatch (though it is not impossible) but she will likely do whatever she can to cover all her eggs well-enough to incubate them.
She has thousands of years of this "hormone-induced-drive" called broodiness in her blood. She knows what is best. She is in a state of mind in which she relies completely on instinct. Her consciousness is limited to focusing on one thing: Keep her eggs safe, and at the correct temperature. She literally dedicates the biggest part of her thoughts and actions to doing what is best for them (she only considers food and water for herself). She is dedicated to them completely for the entire hatching period and then will protect them with her life until they are old enough for her to leave. She will do whatever is possible to ensure the highest number of hatched eggs possible because her goal is to procreate the chicken species and ensure that she raises the most chicks she can. Trust her.
As far as using straw, she decided that the nest was sufficient for hatching (if you haven't moved her) and she thinks it's OK. It may ,however, be more able to insulate the eggs but she will adjust the wood shavings to suit her desired outcome. Straw is hotter on her and in AZ she will look for a cooler spot. In the hot weather, my hens will lift up off the nest to cool the eggs. They often leave for longer periods if it is very hot and tend to spend more time "puffed-up" to let air-flow cool her. I only add this so that you know not to panic if she does these things. Don't expect her to stay with the eggs full-time but she has to regulate the temperature just like an incubator does. If the eggs get above 103 degrees, the embryos are likely to die from over heating. They will die quicker if they are hot than if if they are cold. Three degrees too hot and it's death. They can stand about around five degrees to cold. Again just trust her. If you upset her too much during brooding by adding straw, she may flight and then the chicks are doomed. (Not a risk I personally would take)
I have great respect for your dedication to chicks that haven't came yet. That speaks wonders about your love for her. I applaud you for that and that is why I replied. I wish you nothing but the best of luck. Those chicks in those eggs are very lucky to be coming to your home (even if they are for meat) because they will undoubtedly be well-cared for throughout their lives.
With All my Respect and Best Wishes,
Fellow Chicken Lover
Timothy in KY
