Delegate this problem to the other players
I used to run into this problem now and again as a DM, but I don't any longer. Why?
I operate with the understanding, as we discuss things in Session Zero, that the core conceit of this game is that "a party of adventurers, each with a different batch of skills and abilities to offer, gets together and has adventures." What your player is trying to do, apparently, is initiate a series of "split the party" episodes and do a solo adventure.
From the notes in your question, you seem to have a similar idea about how the game ought to proceed: PC's work toward various goals and objectives together. As you put it, there is a plot that you want to maintain.
I am concerned with both derailing the plot and sapping the session time.
You like structure. (Apparently, some of your players also like structure).
Each time the player offers up a zany idea to you, ask the group: Are you going along with this?
Let the other players tell this player "yes" or "no" to these zany ideas.
To the player, a follow up to that question goes something like this:
Why are you telling me this? You need to be selling this course of action to the rest of the group. If they agree, then we'll do that.
If they don't, I am not going to run two separate campaigns: one for you and one for everyone else.
When they try to divert you with a zany plan again, remind them to sell their idea, or their plan, to the rest of the party and thus to the rest of the players.
Let the party succeed or fail together
If the other players agree to try one of these zany plans, then let them try! All kinds of fun and hijinx can ensue. They will succeed or fail on their own merits, as a group. All of the players will have a chance to make an input to the plan. This increases the chances that the plan won't be hopeless.
- Failure need not mean PC death. It may mean being locked into the deepest dungeons of the Cult of the Unnameable Thing's temple, while the ritual for PC sacrifice is being prepared. The next adventure becomes the tried and true Escape/Jailbreak adventure.
If the other players don't agree, then it just doesn't happen.
You get back to the game ...
"OK, where were we? Right, you leave the audience with the Duke and are in the square outside the palace. Where do you go next?" ... and so proceeds the adventure based on what the group agrees to do together.
As a DM, some of your role is as a coach. In this case, I think your efforts at coaching the whole group of players in more team building will pay off.
Note: this answer challenges in the frame of the question in terms of the assumption built into the question that this is a problem for the DM to solve. It's a problem for the whole group to resolve together.