He sounds like my Rex, she'd wonder off to explore and probably get lost if I let her outside without monitoring her movements very closely and having her waring harness and connected to a leash..
We are surrounded by neighbours who have big dogs (the people next door have 6 - 8 big dogs in their back yard and a cat that is a known lizard and small animal killer that roams at will 24/7 , so my beardies have only ever gone out in the sun in tubs and been nursed by me when outside, I'm not game to let them roam about in my garden or front or back yard, not beardie excape proof and I can't afford to make them so.
Maybe you need to invest in a harness or a "beardie playpen".
Go buy a lotto ticket , and don't tempt fate a 3rd time , you may not be so lucky next time this happens.