Frances Conroy has corneal damage. It has caused a cloudiness of her cornea, otherwise known as a cataract. You can see that her eye has a slight turn inward as well, also caused by the corneal damage, as it is hard to see through that cloudiness.
I ve had eye problems for 30+ years, and I had a cataract (among other things) in my right eye. I had scarring there and with time it became worse and caused the cataract. My eye looked similar to Ms Conroy s in that it turned inward and was cloudy.
I ve since had that eye removed and now wear a prosthetic eye. It looks just like my left eye. It s highly unlikely that Ms Conroy would choose to wear a prosthetic that looked like an injured eye.