Characters who are part of a unit must obey all the usual coherency rules, meaning that they must remain within 2" of a member of their unit.
Independent characters are allowed to move freely around the battlefield and can temporarily join other units if desired. While an independent character is part of a unit he must obey the usual coherency rules until he leaves the unit as detailed below.
Errata — Chapter Approved: Main Rules Clarifications (v2.0): Characters joining a unit do not increase its size for Morale checks.
Errata — Chapter Approved: Main Rules Clarifications (v2.0): If a fearless character has joined a unit which is not fearless and subsequently falls back, the Independent Character must fall back with it. If a fearless unit is joined by a non-fearless character then the unit must take Morale tests and will fall back if the character does.