Personally I wouldn't be too concerned because she is a new layer, and you have recently introduced a new duck to the backyard, right? I would pay attention and if it continues address the situation then. Also, watch her for symptoms. I have taken my ducks to the vet for soft shelled eggs before, that looked just like the one you found, but not if it was just one and not if something stressful just happened. When I have they test my duck for calcium levels and then send me home with calcium gluconate syrup either way. You can buy it over the counter.
Are you feeding layer pellets? Also what kind of oyster shell are you offering? I found that my ducks refuse to eat the white kind and love the grey kind that actually looks like oyster shells. They didn't recognize it as an edible item at first so I topped it with a few mealworms several times daily for a few weeks until they ate it on their own.
https://www.backyardchickens.com/articles/common-egg-quality-problems.65923/
Soft shell eggs
These eggs are laid with an incomplete shell, sometimes just a thin layer of calcium. Causes are similar to shell less eggs:
- Immature shell gland;
- Nutritional deficiencies, usually lack of calcium, vitamins E, B12 and D as well as phosphorous and selenium;
- Disease such as infectious bronchitis, avian influenza, egg drop syndrome; an internal or external parasite infestation;
- Exposure to very high temperatures and/or very high or low humidity levels;
- Egg laid prematurely due to stress or a disturbance during the calcification process;
- Egg laying while molting.