I would say too that she has stolen a nest somewhere, the beggar!! It's either find her nest and put the eggs in an incubator (tricky as you won't know when to stop turning) try putting her and her eggs in a safe place (she may sit on them but equally may not!) or leave her alone and hope she comes homes, like Bo Peep!!
I think I would opt for the latter choice, a sitting hen has almost no scent so, hopefully won't be got by foxy. Tricky!!