Posting to subscribe:
My last flock free ranged under supervision. Yes, they would go into the road and for some reason were particularly attracted to it. Most of the time they stayed together, although occasionally one or two would get on the other side of the fence and couldn't figure out how to get back to the flock. Yes, I fed them as I would if they didn't free range, although they seemed to eat less. I waited until I'd had them for about a month before I would let them free range so that they knew where home was, definitely waited until they were laying regularly so that they knew where their nests were. Mine laid all of their eggs in the coop, the whole flock would go back to the coop area so that the hens could lay and then they would all leave together. Moving a nest at night is preferable, but doesn't mean that the broody will be more cooperative, just increases your chances that she will be. Hopefully, this answers all of the questions asked...at least how my experience worked.
Some thoughts of my own....free ranging allows natural selection of the weakest or perhaps the not so smart so that they are not propagating those characteristics. I haven't ever free ranged any chicks or juveniles, so if you have any of those you need to make sure that the flock is a cohesive unit before starting free ranging if you want them to all stay together. I don't know how many of you have a cockerel or a cock bird, but the male was the one that always kept everyone poetry close by and moved them back to the coop at night. It is his job after all to look after the girls in his care.
My two cents worth anyway. Once I manage to build my flock back up, I'll start free ranging again. My only concern is that they don't get into the garden...I like my vegetables too much!