I’m sure he is staying in the Embassy till his friends in Washington find him some great digs in the States that the taxpayers will cover along with the lifestyle he has grown accustomed to.
Zelaya is, independently and apart from politics, a very wealthy man who comes from a wealthy family. There is no reason for anyone to support him, or his wife, or his children. The Honduran government has not seized any of his assets. I do not believe he will end up in the US. If he leaves Honduras in one piece, I would guess he will re-locate to another latin american country, such as Nicaragua, from where he can continue to angle for a return to power.