We had adopted two budgies from a day care center that did not want them anymore. They were young when we first got them, so did not know what sex they were. It turned out that one was a male and the other female. They quickly bonded and preened each other all the time. We were very careful not to do anything to encourage breeding behavior...no boxes...just a wire flight cage with toys, food, etc.
One day we found the female on the bottom of the cage and deformed eggs and blood nearby. We knew that she was egg bound but she died within hours before we could get her to the vet. The little male was very sad for a long time, but has perked up since. We put more toys with him and some plastic budgies his size in the cage. He has started singing again and eating better. We only had the little female a short time but miss her dearly.
I'm so sorry for this little hen and you. I'm glad you posted this as someone someday will search here 'deformed egg' and then possibly seek medical attention for their hen having laid one as not all die from it fast like she did. Sorry for your loss.
The Heavens Created Birds, then man created cages, shame on man.