On some level I wonder if he might have been part of a set up since he seems have gone to ground. Was he involved with the Zapata report on F&F guns that were interdicted shortly before the ambush?
If it was a setup, or he just thinks it was, that would give him good reason to lay low. Especially since absolutely no one is being held accountable for the F&F mess. A sitting president and his AG make for pretty intimidating enemies.