I would put a baby monitor in there with the chickens and keep the handset with you. When you hear the noise get your gun and head for the coop.If it is a coon, then perhaps you should put out sardines for him. If you keep feeding him, then he should come back. Assuming you have a pellet rifle, then you can dispatch im with it. I made a post yesterday and it showed how to use a motion detector to alert you that something is in your pen. It cost me about 20 bucks. Perhaps you should consider it.
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Im sorry, we have lost 2 of our 6 chickens to a coon. 2 of my other chickens have been injured, just cut up, by it cause I ran it off once, and my mom stayed the night with me the other day and she ran it off once. Either trap it, or kill it.
My dad uses a big trap from tractor supply, and a can of sardines in it. It works great for him.