We've let a broody set this late in the year before, and it's worked out OK, although it does take a bit of extra work. We are in the Northern US, so we get some serious winters here. We give the hen a very limited area to brood in - about a yard square.
I realize I spoil my girls a bit,
rather than fuss her up by taking her off the nest, I have a very heavy little pottery dish that I put feed in right in the corner of the nest box. My girls will get off to drink and take a poo, but were never good about eating. I'll give a little 3rd cutting hay as well.
A day or two before we expect to hatch, we suspend an infrared heat light a foot or two from the nest and a foot or so from the ground, near a corner, so Mama doesn't get her feathers singed!
When the chicks hatch, we place a glass jar waterer close enough to the heat lamp that the water stays warm. We set the feed near, but not under the heat lamp. This encourages the babies to get out from beneath Mama. Mama has her own elevated waterer in another corner.
We leave the heat light on for quite a few weeks - but it gets very cold here fall evenings, and winter is brutal. We'll leave Mama and the chix on their own for some months, only introducing them when the "babies" are several months old. We put them where the rest of the flock can see them for a few weeks, and then slowly open the area (late in the day) for an hour or two at first.
We always use supplemental light in our coops - we have a low wattage compact florescent bulb in the coop all winter. So the early hatching has never been a problem. It doesn't seem bright enough to cause problems, but does keep us in enough eggs to get by.
