I have the same problem with one hen laying in the pen. She will also lay in the coop sometimes. One time I had just checked the pen and walked into the coop. She jumped out the hatch and I decided to go back outside to watch her. She laid her egg in the middle of the pen in less than a minute from the time she hopped out.
Another time I caught her in the coop about ready to lay. I picked her up and placed her in the nest where there was another egg. I didn't let her hop out and she did lay her egg in the nest - but that didn't help. I wish there was a way to train her. It will be freezing in Michigan daily and I hope she will at least lay her eggs in the coop.
I ended up taking a couple of empty kitty-litter buckets, turning them on their sides placed side by side out near where I found a secret nest. But bedding in the buckets and a training egg and a bit of a board in front of the buckets to keep them from kicking out all the nest material. It has worked, anyone who gets out of the paddock and can't get back in now lays in the bucket and it's easy to collect from.
How many hens and how many boxes? I agree with GardenSimply.....they can have plenty of boxes and they all want to lay in a certain one! I've found a random egg here and there, including in the run. I always thought it was one of my "underling" hens getting chases out by those higher in the pecking order. I've seen this happen sometimes. Not much you can do if this is the case.