i thought cats always come back, but thats just outside cats I guess. Which is the only type of cat I've personally owned. indoor/outdoor actually. One time back around 1998, one of my indoor/outside cats was up on top of the automatic garage door, while it was in the 'open' position so it was parallel to the ground, and the cat could lay up there. When the door closed as someone was leaving, the cat apparently couldnt get down and he slid down the front side of the door, and he ended up hanging by his head at the top of the closed door, between the door and the big door frame. But he survived. If i remember correctly, his back legs were paralyzed, but only temporarily. Sorry about your cat.
Do you have coyotes near you? If your cat cannot climb a tree maybe he got chewed. I hope not. i lost a cat to coyotes before. Sad state of affairs.
Maybe he truly wanted to escape. Sometimes when you love something so much, you have to let it persuit it's dreams. *tears up* that cat is doing good.