I had a hen that would lay a shell-less egg like clockwork once every 30 days.
NOTHING wrong with the hen, on tha same diet as all the other free-rangers I had when I lived in ohio... free choice of layer mash mixed with eggshell , a handful of scratch/whole oats, kitchen scraps, and 80 acres of horse farm, wilderness, hayfields, and gardens to roam at will.
I had my small flock disease tested by the vet when she came for the other livestock...nothing. all healthy!
The vet said sometimes chickens just make an egg too quickly, especially layer-breeds.
It was always a treat to find..it had a membrane, yolk, white, perfect proportion. It even cooked the same, tasted the same...just no shell.
Just watch for other symptoms, and if this becomes her regular thing (with the blowout in it too, get her vet checked or cull if a vet is not an option. Maybe your hen marches to her own beat like mine did!