Yes, that makes as much sense as any of my ideas. Unfortunately, I don't know of any way to tell for sure what happened.
It seems to take at least a few days for dead chicks to start to stink after they have died unhatched. So not stinking is not as helpful as it could be, for figuring out when...
Some chicks do die at that stage. I do not know all the reasons.
But it is a good question whether they would have hatched if she waited-- or if they were already dead before she left the nest.
If they were developing at the same rate as the rest, but died before they finished absorbing the...
Yes, I would remove the rest.
If you are curious, you can crack each one open and see what is inside. You can even candle them first, then crack them open to look: a good way to get some practice at recognizing what you are seeing when candling.
If you want to crack them open, I suggest doing...
No, do not do anything to change the humidity. The hen and her body will take care of the matter. Chicks under a hen will usually hatch successfully even in dry climates-- which yours is definitely not.
Guidelines for humidity at hatching are meant for incubators, which are trying to mimic what...