It is something going on around the preen or oil gland. Does your chicken dust bathe? It seems like some can get that yellow peeling skin crud from not dust bathing, but it is good that your vet is doing a skin scraping. Do you see this on other parts of the body?
Edited to say that I was mistaken. That is not the preen gland, but it looks like broken off feather shafts. Where is the location?