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While I find it in no dictionaries, there are loads and loads of examples going way back of muckle-dun (alt. muckledun or muckle dun), and a few of muckle-dung (alt. muckledung or muckle dung) -- all with the meaning of a nondescript neutral color, often with a pejorative connotation.

"... his sky-muckle-dun-colored waistcoat ..."
" ... it was a gray-muckle-dun color ... "
" ... had some shit-muckle-dun-colored goop ... "

I also see it used adjectivally to modify a color:
" ... painted a sort of muckle—dun brown."

I found one used adjectivally in a run-on compound adjective modifying yellow:
"A large, muckle-dun-brindle-yellow Jersey [cow] slipped ... "

And a few refer to an animal (presumed to be muckle-dun colored) simply as a muckle-dun. I suppose that is similar to the way in which we can refer to an animal as "a brindle" or "a tabby."

As for the "hen" part, a few of the references do seem to provide for some subtle hue modification by preceding muckle-dun with some noun or color (see above). I would suppose that hen-muckle-dun would be a drab neutral color shading toward the red-brown. I am, of course, thinking of a red-brown hen.