it probably exploded and the hen ate the shell, or the hen just ate the egg.
Why would an egg explode?
My guess is you have a snake or skunk eating your eggs. If there's no smell on the bedding I doubt it was a rotten and exploded.How long has she been sitting on them?
Since 8/12. Skunks can’t get into the coop. One black snake got in one time, but she kept it off her eggs ( snake has been relocated and a snake trap is installed)
I have had broody hens push eggs out of the nest before because they knew the egg was bad. Maybe she pushed the egg out and something ate the egg
if there isn't a rotten egg smell I wouldn't think the egg exploded, but it can be possible. I had a broody hen sitting on eggs and an egg exploded, but the bedding and her were a mess and there was a distinct smell.
The Ameraucana in the back is the original broody, the Barnevelder in front is a usurper. Perhaps they had a scuffle and broke an egg. They seem to be sharing now. 
Chickens are “ interesting” 
Could absolutely be from them stepping on the egg and then eating it. My hens do things like that all the time. Sometimes I have 3 broody hens trying to sit on the same eggs, ending up with one broody hen sitting on tip of a hen who is sitting on the eggs. Chickens are characters and they will always do things to make you question them.Well, it seems there is more to this saga
