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Take a deep breath -- this does not need to be as stressful as you are making it. The first question would be - do you have a male duck in with your hen? If not, then the egg is not fertile so there is no need to worry about incubating it or leaving it to the hen. If the egg is likely to be fertile (you have a male, have seen mating activity, etc) then you can either store it properly for hatching (incidentally, the steps you have made were certainly with good intention, but are not part of storing for hatching) or leave the egg in the nest the hen has chosen so that she can lay the desired number of eggs and then hopefully go broody (be hormonally driving to hatch eggs) and start setting them. Eggs being stored for hatching are kept cool, not warm......consider that when a duck is naturally getting read to nest she will lay an egg each day in the nest she has chosen, but not set on the nest (other than the time she is there to lay that day's egg) until she is ready to hatch them all - so the eggs are out in the elements, exposed to the natural temperature changes, until that time. The cooler temperatures keep the development of the egg in suspension - it is only when the warmth of incubation is applied that development really begins.
You can find all sorts of information on storing eggs in different ways here by searching "storing hatching eggs" or "storing fertile eggs".
