Your rogue hen is probably fine living on her own except for possible predators and cold. You can always take your chances with her, let her keep going it alone and feeding her treats, but if you want to ensure her survival you could follow the suggestions alone. I don't know enough about your area to know if she'd have predators or not.
Also my bantams are much better at finding high-up, safe roosting areas than my egg-layers. They seem to have more street smarts. Is she small/petite, or is she a big fluffy thing?
I had a rogue hen show up at my farm one day, who slept in the barn for several months, and now just joins the other hens in the henhouse every night. I've just decided to adopt her. I guess she just like to follow the chickens in at night.
To find out where your hen roosts, wait till about an hour before sundown, she'll gradually peck closer and closer to home until it twilight, when she'll go to her roost. Could be well hidden though.