I'm guessing that Frizzle Cochin is broody? The other hen wants to add her egg to another birds clutch so the other bird will hatch hers. That's probably the instinct behind this behavior. I see it a lot here. The Frizzle is probably bald because other hens peck at her to get her to move off the nest, but she probably refuses. See that here too in my Bantam flock. I always break those hens for their own good.