The galvanized fencing would be the first suspect then. Believe me I wish I had pictures. Our friends goats are gray, and the more the rub on the fence the darker they get. But mine aren't and the only difference is his pens are galvanized hog panels and mine is just standard heavy duty twisted wire fencing not galvanized. But I guess the gray is better then when he accidentally turned one of the goats pink, note to self never use sheep white shampoo on a goat lol.
But the galvanize does wash off to some extent with soap. It will go away for a while when she molts but chances are high if your chickens lay or rub against the fencing others will start to turn gray as well, probably just not as bad.
Fix these holes and let her be, it shouldn't hurt her. But i would double check if galvanize is safe for chickens just in case.