When dealing with chickens you can imagine all sorts of the worst kinds of things when things go wrong but more often than not it's the more common things that have occurred rather than the big, infrequent things. I've had chickens off and on for over 35 years and have never had an egg snatched from under a broody by a mystery predator. I have, however, on numerous occasions had broodies that cleaned up nature's mistakes or misfires when it comes to clutched eggs.
Some folks also assume that the hen is cannibalizing her eggs/brood but there is always a reason for why they do it and, IME, it has never been because I have an "egg-eater". Never had one of those in my flock~ever.
No worries...just let her do what she do and it will all turn out right.