Well, he's a handsome bugger isn't he? Yep, I'd make a secure place for him and his ladies to live. Since you already noted you have two-legged predators, I'd keep him safe.
I was in a similar situation with a peacock who simply arrived and decided to stay. I allowed him to wander about and he usually stayed close to home. He even roosted near the barn. Alas, he was shot and required meds, bandgages and at home hospital care. I had to turn the garage into a critical care unit until he was well enough to be outside. By that time we made a secure coop for him to stay, and he has recently graduated to a larger facility. Wasn't cheap but I felt since he came to me after he was shot, I should at least try to keep him safe.