I have a "free spirit" hen too. I named her Blondie and she absolutely will not roost in the coop or the run. She wants to be out on her own. She does get along with the chickens during the day, and even has a companion named Red. They will both jump into my lap and go to sleep there! But she will not sleep the night enclosed. I worry a predator will get her, but I let her be for now. I've never had a girl like her! 
