You don't have to do anything about the feather shafts. They will get pushed out/fall out when she molts that area. She will look bad in that area until she molts. If you pull them out one by one, she will grow them back in sooner--- but this would hurt, and I wouldn't bother. Having the broken feather shaft in the skin is not harmful, it is 'dead' tissue, like hair or fingernail. The follicle cyclically grows a new feather and pushes out the old feather (the follicle can't tell the difference between a broken shaft and a healthy full feather). Pulling out the feather shaft hastens a new feather as the follicle will 'notice' it is gone and replace it in a few weeks.
You can get a chicken saddle (buy one), or make one yourself. She probably is sunburned, but putting sunblock on a chicken every day is difficult & Most ointments will cause dirt to stick to her. If she is the only one out of all the hens that the rooster is favoring or shredding, you might consider finding her a non rooster home? I have done that a few times- the roosters always have their favorites, but sometimes there is a hen that is so 'cooperative' ie she squats when any rooster walks by-- she gets shredded from the back of her neck to her tail. I have a friend who will take my plucked hens when I ask, and rehab them- they do not have a rooster in their small flock.
jess