I hate to say this, but he may be getting ready to pass on. I've known several old dogs who started determinedly wandering away right before the end. They weren't sick; there was no obvious reason to take them to the vet - it was more like their instincts were leading them away.

There's really nothing you can do but supervise him outdoors from now on. I wouldn't rely on the collar to stop him any more.

*hugs hugs* I'm sorry. He sounds like such a wonderful dog.