This is such a hard thing, I feel for you! Please remember SAFETY FIRST, for you AND your loved one! One thing I did initially for mom was get her an ID bracelet in case she “escaped!” Her name and Alzheimer’s diagnosis, my contact info. Then, I had different approaches for when she “took off.” I live in a very rural area, but there is a 55 MPH road only 1/4 mile downhill from my home. I would first try to accompany her. If she let me “go” too, I’d give her space, then slowly talk to her. I wouldn’t be physical with her at all, and try to steer her direction with focusing her attention on something the way I wanted her to go… “oh, mom, I don’t want to go that way, it’s too sunny. Oh look at this tree! Isn’t it beautiful!” Something like that. I worked with her doctor for a good medication regime, and tried to find other strategies to avoid the “go” syndrome. For mom, it was often with sundowning, so I worked to build a better routine and would make sure she got exercise early (usually that was pushing a shopping cart up and down store aisles) so she was more tired by the time she had her increased confusion and anxiety.
I hope this is helpful for you!