Do they have a covered run? I didn't start letting my hens free-range until I knew they would always return to the coop in case of predators. I had a couple of goofy moments at first. One hen decided to roost in the neighbor's carport. Another spent the night hiding in a tree. Once I got my run completely covered, they'd still sometimes roost outside and refuse to go in. I had to chase them around the run for at least the first week to make them go into the coop at night.