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All light colored chick legs are orange/yellow when hatched, probably because of the yolk. They clear up in a few days if they will be white. Sometimes takes more than a week.
Feathered shanks are not random. They are caused by a dominant gene. A bird can either carry two genes for feathering, one gene for feathering and one gene for clean shanks, or two genes for clean shanks. Depending on the parent's genetic configuration, you get different numbers of chicks with clean or feathered shanks. To get feathered shanks, only hatch eggs from breeders who cull or don't use any non-feathered birds. Ask them if their birds breed true consistently with feathered shanks.
White Marans are caused by a recessive white gene that is not a mutation related to cuckoo. Cuckoo marans can carry a recessive white gene, and when paired with another cuckoo who also carries one recessive white gene will produce a small percentage (around 25%) of white offspring that carry two recessive white genes. But any color chicken can carry recessive white. I have ISA browns and barred rocks who carry recessive white.
The word sex-linked refers to a genetic trait that is always passed down from father to daughter. Barring on feathers, like the cuckoo pattern is one of the sex-linked genetic traits in chickens. These sex-linked traits are often used when breeding hybrids to make the offspring sexable at hatch. Cuckoo Marans are not hybrids, they simply express some sex-linked characteristics, but almost all varieties possess one or two sex-linked traits.