I would definitely move her to another room or get some plexi glass from home depot or lowes for the rats cages. It isnt very expensive and you can have them cut it to the exact dimension you need to cover the rat cage. The great thing is that it is clear so they will still get light. You can even punch or drill holes in it and connect it to the sides with zip ties. Because it is slippery, she won't be able to land on the sides and if she lands anywhere, the rats wont be able to get to her or her to them. It is good news that the rat didn't bite her, that would have been much worse because of the germs they harbor in their mouth. Feathers will grow back. I would not put any more oil on her head because it may damage the surrounding feathers. Give her some extra protein, like scrambled eggs to help the feathers grow back and wait it out.
About her diet, I agree with the others. It seems finch seed, sprouted seed, and insects would be the best diet for her with pellets as she pleases. Fresh greens hanging from the cage were always a favorite with canaries and finches I have been around in the past.
Lastly her feet, it looks like she had either a birth defect or a nutritional deficiency as a baby. Most likely calcium. Sometimes it can be corrected when the bones are still soft in the legs and feet. This usually has to happen with splits when the birds are only a few weeks old. I really don't think it would work now she'd probably get very stressed by it as she is used to this and it would limit her mobility temporarily. You can get her some soft platform perch that will be a bit of a rest for her feet if she needs it. Happy Wings on Etsy sells flat fleece covered perches. The covers are removable for washing. They are less than $10 with shipping.
She sounds like a riot. Very cute. Please keep us posted on how she is doing?!