... Should I be concerned that one check always seems to be
sitting down (could it be hurt etc)? I do not see anything externally wrong with the chicken. Have they already started to create their pecking order?
Yes they likely already have established a pecking order. If the 'lazy' peep is not being hassled by his sisters and brothers, then I would suspect he/she is the uber chick. Chickens don't tolerate weakness very long. Any chicken to display weakness and that is unable to flee or hide is quickly eliminated from the flock's gene pool. Google 'cannibalism in poultry.'
PS: The pecking order is not set or fixed but is fluid and can change at a moments notice.