Yes every window and vent has to be covered by hardware cloth. It sounds like a young raccoon. Feral cats, possums,dogs, coyotes, mink, weasels are some of the predators we have.
Sorry for your loss. If you get get a rraccoon trap today, I would set it out by your coop and see if you could catch whatever it is. They can show you how to operate them at the store, and tie a cat food can to the bottom of the cage where they can't reach through and get the bait. Good...
Don't beat yourself up. We all learn from our mistakes. A couple of times when I have forgotten to count my chickens in the coop at night, there has been one missing, and of course they can get hurt if left out all night.
I would clean her leg as best as I could with betadine and water, or soap and water using a kitchen sprayer. Then dry it and apply antibiotic ointment (Neosporin, Triple Antibiotic) once or twice a day. Keep her away from flies because of maggot. Put her in a small cage with the other chicks...