He could be hiding somewhere. I would leave some food out, a blanket he can hide under if he returns and maybe a cat bed, so that he knows where he is when he returns. If he is new to the outside he may be enjoying the adventure. He also may be scared. I wouldn't give up for a long time. Keep us posted. Sorry to hear your upset - we have all been there.... well, most of us, anyway.

P. S. I would also go door to door. Someone may have taken him inside to comfort him.

Good luck!