Ahw, I know how you must feel. I take in every stray or wounded animal I come across and it hurts like hell to think you've failed them. But you didn't fail him. You were the only one who chose to put in time and effort, but he decided he wanted his old life back.

You could start putting some food out where you think you saw him. If you do that every night at the same time, and call his name in the same manner while you feed him, he might be waiting for you in a short while. Was it close to your home? If so, put the food a little closer to your home every couple of days to lure him back. It's not the same as having him in your home, but I guess you'd feel a lot better if he at least came to eat in your backyard. That way you can keep an eye on his health and always be sure he won't go hungry.