Definitely check under her wing. I've had chicks tucked safely under their mom's wing when I pick her up and seemingly "disappear." My guess would be that she laid the fifth egg at some point when you didn't know about it, but I can't say for sure. Is the fifth egg the right color to be hers?
Sometimes I have lifted hens to move them and their chicks to new quarters and you would think that it was raining baby chicks because so many peeps were falling from under her wings. The same is true when checking the nest for late deposited eggs or to candle the eggs being incubated. You can end up breaking eggs or fouling an entire clutch of eggs if you are not careful when you pick up a sitting hen.