I have a few different sections in my chicken pen. One attaches to the henhouse, but the sections away from that are pretty much enclosed with doors. We used dog kennels and just kept attaching them as we expanded. So when I have a new batch of chicks, I put a doghouse or some small encloure and confine them to one of the sections until they're "big enough" to play with the big ones. They've always gone back to their enclosure until I removed it and then they were forced into the henhouse. Mine have always liked their shelters so I've never had problems with them going back inside after dusk. Except for the guineas, who like to roost in trees when the weather is warmer. If you have some way of constructing a pen of sorts, I'd keep them in that until they're bigger.
Maybe a pen made of chicken wire on all sides (even the bottom - use a bigger-holed bottom for droppings to not make a mess - or even a little eleated), framed with 2x2's? And if it's not a big mostrosity, you can keep it close to the house or where you can see it.
But I have a lot of loud and obnoxious dogs who freely go outside and come back inside at will, and when they're outside, that keeps the predators (even neighbors' dogs) at bay. It's when they're sleeping inside that I might lose one, or two or three
So my chickens all free range right now (except for lil chicks confined to the henhouse atm).
I've never lost a chicken enclosed in a henhouse. However, I got over being worried about that as my flock increased and I felt it was important to give them space and air. Now the door is always open, even in the death of winter. But the pens are closed at night. We did have a problem once with a raccoon undoing the net overhead and we lost a few chicks that way. But once that was fixed, it stopped happening. I think there is such a thing as a secure henhouse with pen, I think it's quite safe. Once in a while that security can be breached but really, it's been quite sucessful for us.
Just keep in mind that when you have chicks outside, you might have to line your pens with chicken wire (they might be small enough to get through spaces in your fencing). You might lose them to snakes which are attracted to the chicks' chirping. And unless you have overhead netting over your pens, you might lose them to predators that can fly in or climb over the fencing. Keep a close eye on your overhead netting because raccoon's can peel it off (if you're using netting).
Did I even answer your question?