I've had suspicions about gun running or drugs smuggling for a while - pilot license and planes registered in his name, absent for long periods, plenty of money to gamble (launder) at the casinos, former Lockheed Martin employee etc.
Not convinced about the ISIS angle, but some kind of set up (and perhaps patsy situation) is certainly plausible.
This guy could have gone anywhere to get rid of societal woes. He wasn't bound to anywhere. The story doesn't make any sense in that regard.
Now gun running or arms dealing, that makes sense given the number of firearms involved.