OMG thats terrible news. I am so sorry. Especially bad that the broody was so near to hatching too. I have such a lot of hens, in all sorts of sheds, coops, and even those plastic garden storage boxes adapted with hen hole! plus rabbit hutches. I am probably paranoid about foxes, and check, double check and check again at night. But even so, I am not entirely happy that a fox could not get in if he really tried. Its amazing the lengths they go to if they want food.
I tell everyone I know has chickens, to make sure the nest box on the side of some sheds, and has a lift up lid, to make sure its clasped, or bolted. My friend had a fox take her hens by entering and leaving the shed this way - she never thought it would get in, as the shed is quite high.