The hen is safe from the fox. I let the hens free range in the spring, summer but in the winter they stay in the pig pen which has 6ft wire buried a foot under ground and an electric fence around the outside. She's in the pig pen and there won't be any pigs till way after the eggs have hatched.
I found some rat droppings in the chicken shed so it looks like you all guest right. I've put some poison down (chickens can't get to it) but I am a little worried that the rats will try to get the broody hen and her eggs. Strangely, I think she's probably safer at the moment in her own nest than in the chicken shed!