Wow... Alpo? Seriously, you need to consider switching her to a high quality food. My sister has her Lab on a grocery store brand similar to Purina One at one point, and he became dangerously thin even with tons of food. Switching him to a higher quality food and giving him extra meats & satin balls completely brought him to a healthy weight.

I am saying, IMO, you need to switch her to a premium kibble... like Natural Balance, which is available at any Petco. You must have feed stores in the area, they carry many good brands. Low quality food is ok, whatever, as long as your dog is healthy. If she isn't, that is a red flag for you to switch her to a healthier food with actual meat in it! Being skinny for so long will definitely have horrible side affects - I've seen healthy dogs first-hand who have been too thin for too long and developed hip dysplasia because the muscles on the hips were not built enough.

To answer your question, no, eggs with shells are not damaging to dogs at all. My dogs eat raw eggs with the shell daily & they love it. Just don't include the shell if it bothers you. Oatmeal is actually known to be gentle on sensitive stomaches. Please don't knock it til you try it, satin balls are a great tool to give your dog extra nutrients and fats, which your dog desperately needs.

Also, I find feeding kibble chock full of gross, nutrition-less fillers and animal by-products (which includes but is not limited to: hair, sawdust, feces, teeth, feet, & feathers) a LOT nastier than feeding clean, whole raw meat. Just my opinion.