Dr Watson, my thought run along a similar line, but I like to play devil's advocate. Imagining he is entirely innocent and uninvolved, what would he do?
What would go through his mind when he realised his wife was missing? Not his beloved, cherished wife... His future ex wife, the woman he was already planning to leave. How freaked out would you be if the spouse you were planning to ditch for another turned up dead? Would he suspect his mistress? Would he think Allison was framing him? If he woke up at 1am and suddenly realised she hadn't come back and began to worry for her safety, would he reach out to another family member to ask for advice, or for help looking for her. Would he realise even then how bad it would look for him if something happened to Allison?
How would he compose himself when he realised he had to call the police, knowing they always suspect the husband first, knowing his affair was public knowledge and going to come to their attention almost immediately. Would the email to his mistress run through his head... The promise to be free of his wife by 1 July, made with the intention of leaving her but knowing if it came to the eyes of the detectives a different interpretation would be made. One thing is certain: he's going to need a lawyer and he's better off getting one ASAP. He's got to be aware that on paper he looks guilty as sin even if he's as innocent as baby.
Throw into that the pre-existing financial troubles, and suddenly a business that was already struggling is bleeding money and clients. He would have to try to keep it together, going against hope that if he somehow doesn't get arrested, maybe he can stave off bankruptcy.
He'd probably want to be on the ground, searching for her, but how? The police won't let him join the search and he can't face the Dickies, knowing that they're about to find out about his affair, that they are going to think he had a hand in the disappearance of his wife. Better to stay away and try to get things prepared for his kids in case he gets arrested and has to spend two or three years in jail while he tries to clear his name.
Everyone is telling him to make an appeal for her return. He doesn't want to. He knows he's not behaving like a man who has lost his beloved wife because he hasn't. He doesn't think he can fake joss way through it without coming across as insincere. He does it anyway, and immediately the internet lights up with one word "Guilty". He won't do it again, won't give them more ammunition, won't provide more gestures, inflections, turns of phrase for a morbid and hostile world to pick apart and use against him.
A body is found. They haven't identified it yet but come on... It's going to be her. Finances are getting desperate and how long is it going to be before the cops come back to interview or arrest him? Wait until it's official or phone through that policy claim now? He really, REALLY needs that money, especially with the fear of arrest hanging in the air.
If Gerard Baden Clay was guilty of adultery and poor business management, but not guilty of murder... Would he behave very differently to what we've seen?
IMO... Guilty. But I still like to try to put myself in his shoes and try to imagine what it would be like to be him if he was indeed innocent.