From our hen who stole her nest, she had two living chicks and eight unhatched eggs with her when we found her. Two of those eggs had holes as if the chicks were trying to push out but not succeeding. I put them under the heat lamp and gently broke open the shells. One egg had only a half-formed chick, so evidently the shell just had a hole in it. The other had a fully-formed chick, barely alive. I peeled off the shell and let it dry under the lamp, but it died.
We also lost one of the living chicks as well. This leaves Frightful with just one chick left. On the bright side, the little guy is pert and healthy and his mama just dotes on him, so keep your fingers crossed that he makes it.
We had a light snowfall the day after we found Frightful - first snow of the season - but it was very light and didn't last. The weather has been hideously windy and chilly, though. My husband insulated the ceiling of the chicken coop and put up tar paper on the walls, getting ready to insulate them as well. The coop will be snug before serious snow flies. Meanwhile Frightful and her chick are tucked in the rabbit hutch under the heat lamp, nice and warm.