Anyone who has raised butcher hens knows how this happens. A chicken doesn't have just one egg inside. There is the egg with hard shell to be laid today, an egg with soft shell for tomorrow and then an egg that is just a yolk no shell formed yet. During the shell forming it is possible for an egg to "slip" into the egg just forming. I pity the chickens. Poor thing may have prolapsed.
So check out this man's video and don't forget, He never said he bought the eggs. He said "went out" which could mean he just gathered eggs from his own coop outside. Many people keep their hen's eggs in reused cartons.