try the 9v Duracell batteries & see if you get a more responsive Bladestar. Generally it's not a good idea  to use batteries with voltage ratings much lower than what's listed on the equipment.

I think 'roaming' just occurs naturally from the air flow in a room. When you press a directional button does the Bladestar start making a different running noise? That indicates the propellers pulsing and trying to make it move where you're directing it.

You also want to be sure to point the control right at the bladestar, it seems to have a very limited viewing range of it. Also I think that when it in contact with it's controller the inner light stays lit, when it loses contact it starts to flash.