If it hasn't been handled much and the parents aren't tame so it isn't learning to trust people from them, it was probably just scared of you and hiding, which is totally normal. Since the opening of the nesting box is so low, it might just keep falling out accidentally, it might not be the hen...
It's too young to be out yet, so it does need to go back in. They aren't ready to be out until four weeks old.
You may need to do as that article I linked says and separate the mom so the dad can finish raising the baby. If she's started another clutch again already, that's not great. You'll...
Yep, looks like it's not as deep as would be best - something with the entrance up higher is better and helps keeps the chicks in until they are ready to come out.
If you guys try for another clutch in the future, I'd replace that box. I've heard good things about these Vision nest boxes...
Oh, I just saw that it also fell out of the nesting box at five days old as well? Any chance you can post a picture of what kind of nest box you are using?
Try to put it back in, even if the father is giving you a hard time. He was probably just getting curious and came out on his own, but he should be put back in. Often they will start to leave the nest box at four to five weeks of age. Yours is too young for that yet.
Also see if you can tell if...