D.M.
Hi W., I know you said you have tried time outs and that doesn't work and that is because she is not getting it right then and there! Now what I would do is pop her on her butt when she runs to the door then get down in front of her and explain to her that she can get hurt really bad if she were to get out in the road! also tell her that she doesn't have to hold your hand but she does have to walk beside you!! I would also pop her everytime she runs away and do it right then and then she will understand that what she did right then is the wrong thing! good luck, D.