I wonder what a large rabbit weighs compared with your hen? Certainly weasels can drag rabbits far bigger than themselves all the way back to their den. Clearly if it was a weasel then she was a bit too big for it, but it could only find that out by trying. It seems very likely that you have found your culprit.
What to do about it?
Some years ago we had some rather feisty Scots Greys which refused to sleep indoors. They were picked off one a day in the early hours by a stoat, once they came down from their roost. We only realised what was happening once the final one was taken. The stoat disappeared for a while then although I have seen it since, plus it's amazingly cute family of stoatlets.
I think that by keeping your hens in they are at risk of being wiped out by the weasel getting in and having a field day in there. But that could happen at night as well as in the day. It's easier to weasel proof a house than a pen, given they can squeeze in through the tiniest hole. We have wrapped our hen houses in very small mesh poultry netting, from the ground up, and under the floors. In our case it's to foil the rats (we are getting a Parson Russell pup shortly, so their days are numbered

) but the finest mesh should also keep out the weasel. For the daytime, all I can think of is keeping them close to the house and watching over them, like a close-shepherded sheep flock. Do you have dogs which would stay in with the foraging hens? Could you fence a large area to restrict the hens a bit so you could see them most of the time? Human or canine presence might deter a weasel. Otherwise I'm clean out of suggestions. Would electric poultry netting keep out a weasel?