Unsure of how to proceed.

[Free Feather]

First choice would be discussing with owners and returning them home. But sounds like that may create problems for you. I have had retaliation from owners whose dogs were running my livestock, so I know the difficulty.

But rather than killing them, I would discreetly capture them. Hold for a couple of days to see if owners come looking for them. If they do, have a discussion then and return hens. If not, "upgrade" their home with a grateful new owner who would appreciate the hens and some eggs. Post on the free / rehoming board here, etc.

I agree with capturing them and keeping them to see what the neighbors do. If they do not come looking within a week, I would either keep them or give them to someone that will care about them.