Pyrs are not herders they are livestock guardians. Also not all pyrs make good LGDs which yours obviously isn't but that's okay. I don't know if that's what your intentions were when you got him but it would have been important to research breeders who have great success producing working dogs and could help you with training. It sounds like you are just looking for a home protector and burglar alarm anyway so no biggie there. I would keep him on leash around the chickens for now.
What you're describing so far doesn't seem like wolf behaviour to me but more a young dog who is out of control.
Pyrs dig just ask some of the pyr owners on this list. Also, dogs that are allowed to play fight to the point of getting to a very high state of arousal IS out of hand. Some supervision from you and he should be able to get over that. I have three males who would play rough if allowed to and during adolescence I am around to make sure they play fair and give time outs if needed.
At 9 months old now he may not be wandering yet but he WILL.
This age is tough. It takes A LOT of work for the first two years to have an amazing dog. You can get there but I fear that his "wolf traits" will be used kind of like an excuse for poor behaviour and training on your part. If you work hard and he turns out to be more than you can handle at least you tried your hardest to give him a great life.
Good luck, I give you all my best.http://www.gpcgc.org/pyrforme.htm