well my ds is only 3 and a half so i dont know much about dealing with older kids like that, but what ive done from the start, and acually lived by before i had him is my little motto - with privlage come responsibiity-
not in a , if you misbehave ill take something away way, but more like a , if you want to do this thing(privalage) then you must do it safely,and thoughtfully(responsibiity)
it sounds like they really want to explore and i think thats a great thing, im so happy that they are haveing that wonderful experiance on a farm (my dream
) but maybe you need to set down some ground rules, post them up on the board or something/ like they can only go exploring for such and such time in such and such area and only if they ask an adult first.
perhaps get them a special watch with an alarm that you can set so when it goes off they have to head back, or get them walkie talkies with a good range so you can always communiate, or set up special times when someone can acually go with them to do there exploring so they dont get pent up with there "wonder lust"
i think its important to not limit them too much as if they are they will probably just do it more. perhaps sit down with them and give real credit to there feelings of wanting to explore (not saying you dont, just thinking outload here) and talk about the good points of it and the bad points.
if there not old enough to understand the dangers and the worried feelings it causes you then they should not do that thing.
take it one step at a time, first the must be prepared for an explore, then they must respect your feelings if they expect you to respect there feelings, then they must get the ok to go.
get on an even groung with them, show them how you take responsibity for the privalges in your life.
if they cant follow these rules or guiedlines then instead of punishment i just wouldnt allow them to do such a thing, as in "im sorry you cant do that thing for i cannot trust you, we can try again tommorrow if youd like"
i realize that might not help if there just disapearing like that, so if thats the case i would really put the proverbial foot down and reing in the privalages for a while. i dont know how you could do this and its a difficult and fine line to walk between givieng your child freedom to have fun and teaching them good and safe values. i wish good luck to you and hope you can come up with something. you might have to reange your daily life temporaroly to keep these boys safe and you from stressing out.