Ok tried again last night. She stayed all night and all day. I have her in a cat litter box with a hood. I have a dog pen around that so the other chickens don't bother her. I have a pail of water and layer pellets outside the cat litter box. I don't need to put them in the box do I? Doesn't she need to get out once a day and poop? I see no poop in the pen so I guess she hasn't gotten out today. That is a little concerning.
Set the food and water well away from the nest so she gets off the nest, gets some exercise, poops, and eats/drinks. Otherwise she will mess in the nest.