I sympathize; I'd much rather let mine wander as they choose, even though their fenced yard is large enough to have a fair amount of vegetation growing in it. Lots of people do free range, with various meanings, despite losses. I used to, and had losses even with some dogs that wandered freely among the chickens. Daytime fox was my main predator. I believe it is more successful if they have other livestock to range with, perhaps goats or sheep, I don't really know which. I believe donkeys are pretty good for this. I'm sure you can't have a donkey where you live, though!
I agree with you that your lone chicken will be happier with a companion, even though both will be penned. Perhaps you can find a buff orp; they are usually pretty laid back.
Good luck.