I understand people make take offense to the "illegal activity" angle, but it's necessary to mention these things when trying to figure out a case.
I find it strange he traveled to some remote city in CA by the border. Granted, it's possible he didn't, someone could have been driving his car there. The footsteps lead to the border wall. So there really are two possibilities:
1) He fled to Mexico for whatever reason
2) He was killed/kidnapped by someone who fled to Mexico.
I completely buy the idea that he was involved in some way with someone from Mexico doing illegal activities.