Puffing feathers, won't leave nest, shivering, continuous rubbing beak side to side

[sdboring]

You've got yourself a true broody
They will sit on nothing. For days, sometimes weeks. Sounds like she's in it for the long haul. You can either give her something to hatch or try breaking her. The only thing that works for me is to put them in rabbit hutches with food and water to cool them off and make them uncomfortable enough to stop nesting. Sometimes it takes a full week in the hutch (I have Bantam Cochins, so I see this often) but they will break eventually.
Best of luck with your gal!

Thank you so much! I am relieved to hear the consensus is not an illness. Tomorrow she's going to rabbithutch jail. Fingers crossed!!