The main concern at this time of year is whether it is big enough to hibernate. The minimum they need to be is 450g. If it is fairly small, is there any chance you can weigh the little hog. If it weighs less than 450g put it in a box/pet carrier with newspaper on the floor and some torn up paper for bedding and provide some food and water. You will need to ring the BHPS 01584 890801 to find your nearest hedgehog carer who can over-winter the hog if necessary. You might like to contact a carer before you catch and weigh to make sure there is room for the hog somewhere.
Unfortunately you can’t really encourage the hog not to go on the main road. The best way to ensure that they don’t need to go onto roads is to link as many gardens as possible, so that they don’t need to cross the roads. That would mean involving your neighbours and encouraging them to make hog holes. https://www.hedgehogstreet.org/help-hedgehogs/link-your-garden/ You may not want to make a hole into your own garden if you think the dogs are a danger to hogs, but you could encourage others to do so.
There is some information about pets and hedgehogs https://www.hedgehogstreet.org/pets-and-hedgehogs/ The only thing I would add to that is that dogs can fatally injure adult hogs as well as hoglets. A dog got into my garden once and attacked a hog and injuring its spinal cord. It had to be euthanased. Possibly the dog bit it before it got it’s spines up.