Is this bullying or broody-ing?!

Hopefully there will be two pictures attached of my Magpie (called Dinner), who seems to have ALOT of feathers missing.  She isn't warm, isn't overly noisy and is quite happy to come to me and hubby for treats of an evening.  She isn't living in the nest box either, whereas my Rhode Rock (Breakfast) is all of the above.  Warm when we pick her up - which is only when we're trying to get her out of the nest box, she doesn't come near us otherwise and she's usually first in the queue for goodies, she's sooooooo noisy and is always fluffing herself up and from what we can see, she is missing feathers underneath too.  My Speckeldy (Lunch) has totally come out of her shell (sorry) she's now happily coming for treats whereas she was quite quiet before, and has let us pick her up for a cuddle - and a feather check - and she's not missing any feathers atall.

Breakfast is basically trying to live in the nest box, and both her and Dinner are making this strange gurgly-rumbly noise when they're in there too!  Dinner seems to be leaving once she's laid her egg, but Breakfast is trying to move in totally!

We've only had them 4 weeks, they are approx 20 weeks old now and from 3 girls, we've had 3 eggs every day except for 2 days, which seems to be pretty good going from other posts I've read.

Please could you pass on your opinion as to what you think this might be.  I've not seen any evidence of bullying to be honest, they seem to mooch around together quite happily, I've not seen fighting or feather plucking but others.  All feathers seem to be in the egg box too, there's none in the enclosure or run. 

I have to say they sound broody to me. Apparently it's a bit late in the season for them to start but perhaps it's the mild weather?

I also believed that hybrids did not go broody, but my Light Sussex hybrid started to brood after laying only 26 eggs (I know, I'm anal, they all go in my ChookBook). She has 3 babies now, bought as day olds, and is an excellent mum. I'd recommend this route!

We've kept them shut out of the coop all day, and Breakfast has been pecking at the door apparently (neighbour told me) most of the afternoon which is slightly upsetting for me, I hate to think that she's not happy with me! 

She also hasn't laid today, is this normal for a broody hen?  I would have thought she would still lay an egg, being as she wants to sit on one?  Am I being dense? 

When we had a look around enclosure this evening, where they've been sat in their ever-increasing dust bath area, we found a massive rock which seems to have been Breakfast's egg-substitute!  We have thrown this out of the enclosure, was this the right thing to do?

We really can't have chicks.  It is not an option .  I really need to snap her out of this but don't want to have to go down the dunking in cold water trick!

both my broody hens lost their feathers of their chest