I have been amazed at the complexity of their behaviors, too.Amiga, that's similar to her behavior with the shrill sounding quack but I don't think it's tied to broodiness. I have definitely seen that from her before the last time she went broody and was sitting on the nest. Ducks are more complex than I ever thought they'd be.
Sometimes a duck will just get all anxious about something. I don't doubt that there is really a concern, but I have no idea what it might be.