He may not need to escape; The elders believe he is a prisoner due to not knowing his location. The agent that was talking to the doctor is the same one who helped the Black Forrest by killing NAD's girl in part 1. The agent helped the Black Forrest due to orders from the top but as we saw the government agency that helped them are regretting their actions. I (hope) they try to get Shi-oon to help bring balance back to the Murim. Especially since they are the one that placed it in a state of dysfunction.... I'm just praying the author doesn't pull a lame memory loss on Shi-oon. They may bring Shi-oon into the agency to help with Black Forrest; which will ultimately reunite NAD and Shi-oon along with Lady Sosul and Sunwoo...