What the heck???? Help Needed!

I'm a worrier by nature but I need to know if it's warrented this time or not. Our Isa Brown started laying on October 11th, she was just shy of 16 weeks. So, I switched their feed to a layer formula and started offering Calcium. Last night when closing up the coop, no eggs were in there. This morning I found an egg that is not typical of what she has been laying, it is dull in color and the shell is very rough like a super fine sand paper, no sheen at all to it. Also, I saw something else on the floor that liked a very small (about 1 1/4 inch) oval shaped encased thing but when I reached to pick it up for a better inspection, one of the girls grabbed it and ate it. What the heck is going on!!! The girl that's been laying is acting now like she's going to lay so I don't "think" she's involved with either event. We also have 2 other Isa's (one just recently developed a large comb and wattles and redder), and 16 week old RIR's, Barred Rocks and Buff Orp's.
Did I switch food too soon?
Am I giving too much calcium?
Should I be concerned?
And what was that thing on the floor?

 

Thanks soooo much. They're as new to this as I am and I worry ALOT.
I had checked the coop when I closed it all up last night....nothing! (but I could have missed the shelless egg since I was looking for eggs)
I found the egg and the shelless thing when I was opening it up this morning, they were still on the roost so I don't know when this happened. I can't believe how fast the one grabbed it and ran.
So, the rough shell egg doesn't mean one of the girls is sick? They all appear very healthy and normal.

Also, I just went in to check on the one I know lays and found her in one of the nesting boxes. My DH just finished them this weekend so they've only been in there less than 24 hours....how cool is that!!

Just checked again, no birds in the boxes and no eggs.

 

KrisRose, I wrote my last post before I received yours.
Wow, I didn't realize. I have been getting an egg a day except yesterday then found the rough one this morning?? I could have more than one chicken laying since the other Isa is looking like she should start any day. Since we didn't have the nesting boxes in there yet, the eggs have been on the floor but I did notice that the last 2 days they were in a different spot than previously. I had just been out there to check on them and found the known layer in a nesting box and the upcoming (if not current) layer in another nesting box.
Geez, I have so much to learn at the expense of my girls.
Until everyone is laying and I get to know the routine, should I be checking her hiney daily to see if there is anything unusual?