Our back yard butts up to a small wooded area. We get all kinds of things here. Coyotes, Foxes, Raccoons, Opossums, Squirrels and Groundhogs. They have tunneled under our front steps so many times I can't count them all. And we can't fill the tunnels in by hand, they're too deep and extensive, and we tried to fill them in by flushing the soil back in with a hose, but ended up flooding our basement! I don't know if it is illegal or not to shoot them. Everyone out here does it. We have tried to trap them and had success with only 2. We currently have about 4 groundhogs on our 10.5 acres. Some move between our property and a neighbor. They dig neighboring burrows for their young so that they have their own home and the mother goes form burrow to burrow taking care of her young. Ugh! I never thought I would hate any creature as much as I hate groundhogs!
We also have a horse and I have read all about EPM and Opossums. Your opossum sounded like it was...well...playing opossum. Although they are nocturnal and really shouldn't have been out during the day. Same with raccoons. I am always wary of any animal that is nocturnal that is seen running around during the daytime. Could have rabies. Especially if it was acting wierd. If your horse hasn't been vaccinated for rabies, I think that it would probably be a good idea to do so.
Hope your chickies can have fun outside without you having to worry about the opossum getting them. Maybe if you stay with them when they are out. Depends on how many you have. We have 17, and even when they were young, they always wandered around in different paces. It was hard to keep track of them all.
Good luck with them and have fun!