Hummingbird Hollow brings up a good point. I also have Bourbon Red and Royal Palm and also Blue Slate and Black Spanish. They are all able flyers and do like to roost as high as they can get. In my case that is sometimes 16' high on my livestock shelter which is adjacent to the coop. I figure they are pretty safe up there so if they want to sleep up there, its fine with me. However in winter they will go back to sleeping in the coop and from then until late spring, in they all file every night and get up on the roosts with the chickens.
In past years I went around each night and moved any bird who was not on the livestock shelter, into the coop. This summer I haven't bothered as my dogs sleep in the chicken yard to protect them from predators and so far, so good.
Waddles99, mine do roam some distance from the coop but they home back in on the coop just like the chickens do. Periodically throughout the day, and especially at night, they roam towards the coop and settle in for the night. I've never had one leave, though they are free to do so if they wish, I suppose. They know where the food is and they're not going to pass up the opportunity to top up the bugs and greens they foraged by day, with some nice easy to catch grain at night.