Question about blood feather

[KDK241]

Last week Moe had a night fright which of course made everyone start flapping like crazy. I checked everyone over and they were fine but the next morning I noticed that there was blood in the cage and Zeke had blood on his wing. He had broken a blood feather but it had stopped bleeding (thank God). I kept an eye on him and it didn't start bleeding again until today when I was taking him out of the cage. It was a couple of large drops of blood so I pulled the feather. When I pulled it out a long stringy like thing came out with it and then he started to bleed really, really bad. I put kwik stop on it and it still bled, finally after holding pressure on it for 20 min. and calling my vet (I was about to bring him in) it slowed down to almost nothing and eventually stopped. I was looking and I could see the blood coming out of a feather, but the feather wasn't broken I was going to pull the feather I could see bleeding but after pulling the last one, I was scared!
What could the stringy thing have been that came with the first feather? The feather was only about 1/4 inch long but the string thing was at least 1/2 inch and it was attached to the feather. Also, should I pull the other feather as well, even if it doesn't look broken? He is doing fine and it hasn't started bleeding again but I'm worried that once he flaps again it will.