Fathers of the Desert story about one of the brethren sneaking out at night...
The story does ring a bell, but I can not locate it at the present moment. My guess is that you may be able to locate it in the Apophthegmata Patrum or Sayings of the Fathers.
The Apophthegmata Patrum (lit. Sayings of the Fathers) (Latin: Apophthegmata Patrum Aegyptiorum Greek: ἀποφθέγματα τῶν πατέρων) is the name given to various collections popularly known as of Sayings of the Desert Fathers, consisting of stories and sayings attributed to the Desert Fathers and Desert Mothers from approximately the 5th century AD.
The collections consist of wisdom stories describing the spiritual practices and experiences of early Christian hermits living in the desert of Egypt. They are typically in the form of a conversation between a younger monk and his spiritual father, or as advice given to visitors. Beginning as an oral tradition in the Coptic language, they were only later written down as Greek text. The stories were extremely popular among early Christian monks, and appeared in various forms and collections.
The original sayings were passed down from monk to monk, though in their current version most simply describe the stories in the form of "Abba X said...." The early Desert Fathers and Desert Mothers also received many visitors seeking counseling, typically by asking "Give me a word, abba" or "Speak a word, amma, how can I be saved?" Some of the sayings are responses to those seeking guidance.
Many notable Desert Fathers are mentioned in the collections, including Anthony the Great, Abba Arsenius, Abba Poemen, Abba Macarius of Egypt, and Abba Moses the Black. The sayings also include those of three different ammas, or Desert Mothers, most notably Syncletica of Alexandria. Sayings of the Desert Fathers influenced many notable theologians, including Saint Jerome and Saint Augustine.
If any source would contain the story you are researching it would be in the The Anonymous Sayings of the Desert Fathers This document is simply too long for me to read in its’ entirety to verify of the actual story is there, but it seems like the best source I can recommend at present.