Are you 100% sure they were together before you got them? Sounds like a bit if bullying going on. Do they all have enough room to perch comfortably side by side? Failing that check the coop to see if there is anywhere she might be squeezing under and damaging her feathers. Also, where are the feathers in the coop? Any place rats might have got in? You could also dust for mites (that wouldn't be a bad idea anyhow).
When you can, keep an quiet eye on them in the coop and see how they behave with each other - does she stay away from the others, where does she go, do they chase her off etc etc.