And what about his hay? Did he have enough hay to last him the whole time he was stabled before, but finishes it early now since he's in longer? Thinking if he was going an extra 4h without hay, if he was ulcery that could be enough to set him on edge.
I don't think the 4h difference would be enough to cause him to be fresh otherwise. Though, if you have access to an indoor arena, could try lunging him before turnout.
What point does he get upset, just when you are outside, or does he start getting worried as you are taking him from the stall? Would need to narrow down where the source is, if it's something inside he's not liking and he wants to get away from, or if it's something outside he doesn't want to walk into. Does walking him off the concrete make a difference? Is the footing any difference currently, ie is it already icy?
As far as safety leading, if you have a lunging cavasson, you could use that instead of his halter or bridle. Attach the lead rope to the top ring and you will have greater leverage and control without the risk of harming his mouth if he got away from you.
I'm inclined to think there is something bothering him that the turnout swap is causing as it sounds like he's otherwise a good citizen and walking turnout is not a new concept.