One I’m worried they won’t come back (silly I know). Two I’m worried about predators.
The #1 you don't need to worry about (once settled to your coop and area), but #2 is the big worry.
It should only take a day or two, before chickens know where 'home' is, and will return to roost. Help them by teaching them.
Foxes on the other hand, know the temperature they will hunt during the day (assuming your chickens are already secure at night). In winter, foxes will hunt during the day. I read a sad tale on another forum where the new chicken owner was proud of the free-ranging, only to loose all the small flock at 3pm on a winter afternoon several months later.
Then, the air threat. In Australia, generally eagles - who will even take small dogs/cats, anything under 10kg. So yes, 3-4kg chickens, an easy eagle snack. Unfortunately.
For me, when I am not about, they are in the run (covered with shade cloth over fox-proof steel mesh). So that would be the eagle and fox threat under control. But being Australia, where all wildlife wants to kill you, snake proofing is also required. I focus on the chicken shed being mouse/rat proof, but the yard is not.
They only 'free range' (limited range, to a backyard area) when I am around, even though a rural area. Other than that, they have the run, any one loss would be a heartbreak, because they are my pets.
It is all very much a personal decision, just how attached you are to your birds. For me, I am deeply attached, so no loss is acceptable.
Some people worry about 'lack of range', but as long as that protected space is good for the number of birds, they will actually be happier being 'safe' than being long range, particularly without a rooster to alert them. Remember, they are a prey animal, so they know everyone and everything wants to eat them!
To prove the point about 'safety'. At the rear of the chicken ranging area is a thin wire mesh fence, outlooking a paddock (4'/ 1.2m). To the side, a 6'/1.8m fence to the rose garden and lawn area. Guess which one my alpha constantly goes over? And nobody has figured out to go over the short farm fence, around the tall fence, and into the same area.
What I am going to do is, rather than building a higher net fence (and wing clipping), I am going to panel off that boundary with corflute/corex fencing, 1.2m high. I figure, as a prey animal, they will not jump into the 'unknown' - plus they cannot see the motivation for getting to that area. Wish me luck, hope my theory is correct.
