After moving and getting a sturdy pen and reinforcing it several times to make it critter proof at night, I could have chickens again. I let them out during the day, and watched them. Everything was fine for about a year, and then the chickens started to disappear again. It just seemed like they would be in the yard one minute, and vanish without a trace. I locked them in the pen, and along with their grain, took grass clippings and hay to them. I had to keep them secure to to keep them alive.
I don't know what was taking the hens, but I suspect the bobcats.
The bobcats are reclusive and tend to stay away from the house, but they do occasionally get close. I have cameras on the trails around my house, and I know the cats are comfortable here.