It's a lot easier to observe individual behavior when you only have a couple snakes, huh! It's a lot of fun.
That's actually all totally normal, except for the returning to his tank on his own part LOL. Don't think I've ever heard of that for a ball python, but my scrub python is very aware of where her tank is and reaches to go back even if I have her out! She seems to recognize her enclosure as the "safe space" that I won't bother her.Though, it still makes sense even for a ball python, if they happen to sense that's where the heat and possibly familiar scent is coming from.
The 3rd one, all snakes do if they're irritated by the touching. Even my dumeril's boa does it. It's basically a "leave me alone!" LOL