If it's dragging the shell around by a membrane connection and seems like it's going to eviscerate itself, I use a sharp pair of sterilized scissors to snip the connection as close to the shell as possible.They can handle a little bit of blood loss, but it will make them extra tired. Shriveled yellow goo sounds like the yolk sac. If you do anything to try and get the membrane off, be very careful as you risk pulling out the insides of the chick out through its belly button which is where the yolk sac is.