Oh Wow! I've never seen so many eggs at the base of a feather before, even in illustrations. Poor girls! I believe those are lice eggs. Lice are an irritant and they can stress the chickens but won't cause anaemia as they feed off skin and dander debris. It's red mites that suck blood and they live and breed in the coop, whereas lice li the chicken. Did you use the Coopex on the girls as well as the coop or something else on the hens and if so, what is the active ingredient in that? Some of those mite and lice dusts are just Diatomaceous Earth, which may not be effective enough for such a bad case. The permethrin in the Coopex will not kill the eggs which is why you have to retreat to catch the next generation once they have hatched. I've never had a significant problem with lice so I'm not sure if the egg casings remain stuck to the feather shaft after the eggs have hatched. The only time I have seen them is when a chicken is sick/dying from an illness and not well enough to dust bath, otherwise my birds manage to keep on top of the problem themselves...... do you have a dust bathing area for your girls? If they have access to a suitable dry dust bath they can usually prevent such parasites getting a foothold but once you get an infestation like that, you need to hit it with chemicals.
If there are just a few feathers like that, I would pluck them out and burn them. If the feather is plucked, it will regrow straightaway, but if it is broken, it will not be replaced until the bird moults.
I think I may need to do more research on the subject of lice and knits to be confident of a definite answer about those egg clusters but it is past bedtime here so it will be a job for another day I'm afraid. I will be interested in what others have to say in the meantime.