Foxes will kill 10-20 chickens and take them back to their den one by one until caught. Chickens instinctively fear predators and wouldn't follow them.
Happy your hen's home! Hopefully Pepper will make it back too! I would give your hens a little sugar water and keep them in a warm quiet place a few days.(treat for shock) Sugar water and scrambled eggs will encourage them to eat. Its not likely your barred rock just wandered off or followed...
I had to treat one of my hens for shock and soak her leg for weeks following a predator attack.She still limps but has greatly improved .The bobcat image below was taken by a game camera next door
Considering you have no feathers or corpses and no leads or evidence I would move the foxes to the top of the list of suspects.They will watch for weeks or months to learn your habits and plan the best mode of attack.
https://poultryowner.com/are-chickens-safe-from-foxes-during-the-day/
I rarely let my mine out early either but it doesn't prevent attacks. The fact that you've seen more than one points to you having a pair with kits learning to hunt on their own