Looks like it might have been connected to another egg. We had something similar but there were 2 eggs attached together with a tube. I can post a pic if you would like to see.
I have read that soft shelled eggs are from not enough calcium. Do you give the birds oyster shells. My have a dish of free choice available to them always. My shells are harder than the ones you buy in a grocery store.
I will look for one article I remember reading and post it.