This may sound a bit daft, but the naughty step idea worked with our JRT when he was catching chickens or ran away dispite being called bac.
When we first got him, he was going to live outside in the kennel, and did for a few weeks, but he gradually wormed his way into the house! But if he ran away, or went for the chickens or killed a duck, he would go into the kennel for a few hours, when he came out he would not get excell fuss, but we would behave normally.
He has not been in the kennel all summer so it seems to have worked.
Although on one of his wanders ( we live surrounded by fields and woods which he explores) he did get caught in a "Ragoudin" trap ( like a beaver but with a tail like a rat!) I found him eventually in the trap by our neighbours lake - he was after the apple! He doesn't tend to go down that way anymore!
Our dog was rescue, his previous owner had given him up becuase he kept escaping - he would dig, but they sorted then, he then jumped two metres to get over the fence - Terriers are determined little things. He has the freedom he need with us, and can go chasing rabbits as often as we want to let him, it must have been a difficult decision for the previous owner, he is a lovely dog, but I am sure he is glad that they did.
I hope that you get this sorted it must be a worry.