He has had limited socialization and the farm was his sanctuary. This has been replaced by your home. I would not put a prong collar on him to control his desire to go home as it will cause more and more stress on an already stressed dog. The reason he want to go home is that his is afraid of the outside world. When you leave home, he has you for somewhat of a security. Dog: "But wait....now we are heading back to my sanctuary? I don't want to linger any longer!!! Pull, pull!"
This is what I would do: keep him home for a few weeks to calm him and yourself without any expectations. Build a bond with play and gentle training, have fun!!. Then gradually move outside your yard, play and train, have fun. Realize that you have a puppy! Enjoy him for who he is but take your time. Move further while you are happily engaged with him. Build on success and don't punish set backs. He needs to learn that the outside world is a fun place. If you want to use treats, I would not feed him from the hand but throw them a few yards from where you are so he gets comfortable getting away from you. Only on the way out. On the way back you could throw them the opposite direction from going home to slow him down. Another option would be to drive him somewhere, where he cannot guess which way home is and work with him there.
He may never be a very confident dog away from home but just give it your best shot. Keep us updated.