The yellow of egg-yolk is from carotenes eaten by the bird. Carotenes are pigments in green plants and in orange and yellow fruit and roots, including the eponymous carrot. It's the yellow of grass covered for a while, when the green chlorophyll has gone.
Hens vary genetically in how they deal with carotene. Some breeds have carotenes in their skin and beaks, giving them yellow legs, while others don't and have grey or white skin and legs. Most light-feathered breeds have yellow chicks, with carotenes in the chick down. Some have white chicks instead. Yellow-legged hens' legs become paler when they are laying, because the carotenes are going into the eggs instead -- sometimes this even allows you to tell when a pullet is coming into lay.
Bought eggs are generally much paler than free-range, as the birds don't get greens, though they feed some maize to improve yolk colour.
I've never seen a truly white egg yolk, but I'd guess that either the hen had been given a very poor diet indeed, or that she perhaps had some kind of mutation preventing carotene deposition in the yolk. Such a mutation might make her eggs infertile -- all that carotene must be doing something useful for the chick, and they may not cope without it. (Bought eggs are of course infertile anyway, as the hens are not kept with males). Or perhaps the white chicks come from white egg-yolks?
"Free range"... The legal definition in Europe is very loose, and allows what I'd call very intensive systems. Go for the Soil Association approved products -- these require birds to be kept in small sheds in fields, in smallish flocks, where they can get plenty of greens and don't have to fight everyone else all the time. A price worth paying, I'd say. (Or I can sell you some truly free-range eggs...)