Your rabbit is not "eating" her fur! She is intentionally plucking her fur out to "NEST" the babies she is about to birth! Yes, she only looks thinner to you due to lack of fur. You should really get any other rabbits out of this cage and let her be alone for the birth and care of her babies.
Make sure she has food and water and leave her alone. Animals know what they're doing since they act upon pure instinct. It's only us humans who mess things up!!