how old are they?
And what breed?
If they're moulting they are likely to be in their second year.
Pullets (young girls!) can be up to 26 weeks before they lay, especially hybrids like Warrens.
They will also go through alot of feathers as they get bigger, like kids outgrowing their clothes!
As for catching your escapee .... it may take a cold night before she realises she is better off indoors with her pals!
Try encouraging them in with a treat of corn & the habit may form that they all go in and get rewarded (shut the door quick!) I'm sure she'll not want to miss out.
Watch them a few nights, to see what time / light level they are going to "bed" especially your tree - dweller, and then try to match the corn-giving to moments before this.
Good luck