1) If I find them on day one and they have nested outside I move them that night.
Depending on whether I'm going to let the hen sit, or sit and hatch, dictates where I put them.
I don't always find them on day one and in the recent past (last couple of years) I try to follow them back to their nest when they leave the nest to eat and drink. My worst recent performance has meant a hen sat out at night for three nights.
2) I have never used the conventional broody jail technique.
I have confined stubborn broodies to my house and kept them on the floor which is concrete, which is cool and not particularly comfortable. At night I put them on a roost in their tribes coop. I collect them first thing in the morning and put them back in my house. I did have one of those toddler frames and have kept a couple in that to keep them from under my feet.
A Marans hen called Mora holds the stubbornness record and that was three days in my house.
3) This depends on various things. Three days is the usual. On the third night I take them off the nest and place them on a roost in their tribes coop.
For hens I've found in outside nests who I want to stop laying, I put them in a nest box with some of their eggs. Sometimes they desert the new nest. I have to wait for the next opportunity in such cases to switch off their laying cycle.
I have done what you describe with Peggy in the past and it has worked. The problem can be I want that nest site availible for other hens to lay their eggs in. I get this with the house nest box and have to remove the eggs until a hen comes to lay an egg and put a few in and remove them once she's laid.
