I don't think so, since he was not under arrest or in fact under any restrictions by the PD. He voluntarily quit his job and moved and the State nor the local PD had anything to do with that, he would be entitled to lost wages (and that may be dependant on whether or not he even had a job.) You can't collect lost wages from a job you didn't have. IMO JMHO and stuff.
I think it may depend on how the statutory definition of "criminal prosecution" from which GZ would be immune is applied.
The definition is this:
As used in this subsection, the term criminal prosecution includes arresting, detaining in custody, and charging or prosecuting the defendant.
So even the initial detention in custody would trigger the immunity. Not sure if the release and subsequent arrest breaks the chain for purposes of damages flowing from immunity.
http://www.leg.state.fl.us/STATUTES/index.cfm?App_mode=Display_Statute&Search_String=&URL=0700-0799/0776/Sections/0776.032.html