I have a Khaki Campbell and 6 geese that 100% free range, which includes sleeping out by our pond at night. The geese have only been doing this for a couple months (they are still juveniles), but the duck has been doing this for well over a year now. The key for us has been leaving our dogs out at night. When we first got ducks - yes ducks, as in more than the one we have now - we did not leave the dogs out. Up until about 4 months ago, we lost a lot - 14 to be exact. Most of those were juveniles that we pretty much lost right off the bat, but we had 3 that made it to maturity before something got them. Well, to be fair, the last one was accidentally killed by the dog when he tried to play with her before we could intervene. He's a big dog and he swatted at her and, I believe, injured something internally...
But again, with the dogs out, we've not lost any more to predation. We live on a lot of acreage in the sticks of East TX, so we have a goodly amount of predators. But the pond is large and close to the house (maybe 100 ft from the back door), and they've been fine.
I don't actively collect the duck eggs, though I will grab them if I find fresh ones. Otherwise the dogs eat the eggs when they find them, which is fine with me as the eggs are very good for them.
I am not a breeder either. The water fowl are purely for entertainment and pest control (bugs for the duck, bugs and snakes for the geese).
Many will argue vehemently against our methods, but that's what we do. The birds are fat, healthy, and happy.