I have the most beautiful blue Cochin hen ( I am sure she would win in a show) I got from Hidden River last year. I noticed yesterday she was limping, no swollen foot or joint and no infection or bumble foot. She didn't like me touching her feathers on her leg so I am guessing that's where her pain is. I didn't see anything red tho.
Has anyone else experienced this with Cochins? What should I do?

I would check closely in her feathers for a thorn, burr, or sliver. She won't like you doing this, but if you find what is troubling her that will make it all better. I have not had cochins before, but had something similar happen to my one silkie hen, she must have fallen and gotten a sliver stuck right tight to her feather on her leg and she limped around for 3 days before I finally found it, and then only because it was starting to fester. I ended up having to pull the feather along with the sliver as it had barbed into the shaft of the feather and seemed to be fused to it. She was not happy when I pulled the feather, but the next day had already shown signs of improvement and was no longer favoring her leg as noticably!

Thanks, I will bring out a magnify glass and flash light to take a better look.

Not sure if this is what you are seeing, but I've had 2 blue cochin hens go lame on me in the past month. Not sure if yours is having a similar issue, but this breed seems to me to be at an increased risk of aquiring this sudden lameness from a lack of calcium, or perhaps it is the vitamin D that allows absorbtion of the calcium. They can have muscle cramps or, in the case of my hens they were each laying flat out when I found them. I immediately isolated the hen when I noticed the problem, and gave vitamin enriched water, increased the oyster shell in the feed and fed the best calcium foods I could find...ie spinach etc. Both birds recovered in a couple of days. They had each layed a soft-shelled egg just at the onset of the other symptoms. One was probably stress related, as I had just brought her home after buying her. The other had access to oyster shell, so I'm not really sure how it happened that she was deficient.
Anyway, just thought I'd mention this as a possibility...