Can you maybe provide a photo? It'll help a bit more to determine what's happening. I've had a quail with swollen joints, but never any thigh injuries.
It could be infected. From what I've learnt on the internet, and also from common sense, if there is an open wound and bad bacteria get in, it is likely it would get infected, and even swollen in your case. Hence where bumblefoot comes from.
But someone else on BYC is having a problem with an over-sized thighl;
https://www.backyardchickens.com/t/...ollen-thigh-on-left-leg-help-advice-needed/20
If it's just a swollen leg/joint, it could just be vitamin deficiency.
Culling, well, I've never done it before, but I'd use it as a last resort if nothing can be done for your hen.
Yet, it could just be a sprain. How does she actually move around?
But yes, like what MrNappy said (never made a cast before, but your idea sounds great.

thanks for the technique idea!), isolate her, and make sure she gets enough food and water until you can find out what's wrong with her.