Broody hen but no eggs?

Hi, my little bantam is acting broody again but there are no eggs - neither are laying at the moment. I'm a bit concerned as it's so cold that she's not looking after herself properly. I've tried chucking her off but I don't want to close the house up as it's cold although the run is under cover.  Any ideas? Thanks 

It's the house she's broody in not the nest boxes so I'll have to shut it all up to get her outside (the place she usually lays her eggs...) I'll chuck her out for awhile & see how she is, it's not so cold today.  I did check for redmite when I did the coop yesterday but didn't find any.  They usually roost outside in the run on a high perch. Will report back