If she has a single egg, it can get wet no worries. Incubation doesn't begin until the third (of four or second of three) egg is laid. She may be lying down because its more sheltered there than her other options, and they don't "seek shelter" in the way we mean using that phrase, they just try to find a place they are satisfied is a good place to wait out the weather, be it snow or rain or whatever. Wind is really the only thing they will find a break from ....
As for what is under her (egg or gravel), you'll just have to wait and watch I'm afraid ...