Maybe you could try the opposite. He is running off because it gets your attention, which maybe he wants right now. Adding a new baby moved your world, but it moved his as well. Let him run, After a few times of this, where you let him go and give no response, he will drop it. By no response, I mean neither get upset or worried or angry or anything, not good, not bad, just neutral - "oh, you ran off, ok, now I am going back to bf the baby" or whatever).
I have a 6 yo DS who is very cautious, who would NEVER disobey the rules, because they are rules. And I have a wild 4 yo DD, would would bite me just to prove different. She did the whole running off thing a few times when she was 3. I let her. It was in our neighborhood. Let her get herself home. If it had been the center of NYC (where I used to live), I would of taken her home, had consequences, but still been totally neutral about it. But that is neither here nor there. Point is, she got to run off, but she got no reaction from me. Which is what she was wanting. So she did it about 3 more times, then realized it wasn't getting her anywhere, so she stopped.
Allison - who apparently on this thread some people might think I am raising chickens and not children! Loving it anyway!!!