I let my broody hens where they laid their eggs, inside the coop, so they can go out in the garden (they are free range) when they feel the urge to eat or drink. Once a day, I see and hear my broody hen going out like a fury. 10 to 15 minutes later, after she has eaten, drunk, sunbathed and gone into the dust, she goes back to her duty. Always had excellent hatching rates. I guess it's important for hens as well to take care of themselves when they are on a hard job... Seing that, I would never lock up a broody hen. I don't see the point, and it seems such a urge for them to go out once a day, it's very special.