So glad you have joined us.
I'm a nervous chicken mom too. Had planned to let mine out for supervised ranging, but too many predators and occasional stray dog has kept me from doing this. For me, the idea of a preventable loss, even one, would be devastating. Mine have been happy living in their fortified coop/ run under one roof. I have had a side play yard in the plans for a while, and hope to get it ready soon so they can have a supervised "illusion" of free ranging. They really don't care if I accomplish this, they are quite happy hens as it is.
Keeping them occupied is the challenge. New things brought into their home creates a little stress, until one brave chicken explores it and then they all take ownership of the new item. Flock blocks, treat cages hung in the run, a baby bath tub filled with new sand can occupy them for hours on end.
Until you decide on a way to let them range with supervision, give them "toys" to keep them interested. There are numerous threads on entertaining your flock, do explore those for lots of ideas.

I also am proud to be a crazy chicken lady and have a tee shirt to prove it
