As long as a feather no longer has blood in the shaft, it is finished growing and unless the feather/shaft is wiggled around in the follicle, a bird should not have any pain from the feather/shaft.....looking at your pic, it looks like Shadow may have cut that feather off herself (think snagged fingernails...they bother you until you take care of them)...it could have gotten caught in her cage bars, cracked it & because it didn't fee right, she chewed it off.....
Yes, it would be a good idea to have the remaining shaft stub removed because most birds will worry with them and may remove it themselves, but you should know how to do it yourself, it's easy and doesn't bother the bird.....it could be that you might need to remove a broken blood feather...removing those do not bother a bird either and though a healthy bird's blood will normally coagulate before it becomes critical to the bird's life, it is upsetting and needs to be done immediately.....your vet can show you how to properly do it.....