That's weird. Prior to building my "barn", I've never had my pigs wander off too far. They were usually around the area I left them in.
I think you need the special versions, which have an "S" at the end (like 0.14.0S, check the first page of this thread).
If they finish searching, they won't come to you. They'll just walk around doing nothing. I built a second house and put a fence around it just to hold my pigs, lol.
No, you don't need to go or search anywhere specific. Just keep searching, but make sure to grab the Green Sphere as it helps the girls find more seeds.
"A thing"? ?
There isn't any limit or glitch that I'm aware of which prevents you from mining. Well, except for that one copper node on top...
On the islands, you can look for small trees that you can chop down. They'll either drop a log or wood scraps, depending on your luck. Once you craft the axe tool, you can chop down any tree for a log (walk up to any tree and hold "E" or whatever your interact key is).
There's also a recipe...