Balcony escape is doable, but 1) as you note, he'd have been seen doing it and 2) as you note, he'd have appeared on surveillance cams and more significantly 3) he never made another peep or was ever seen again after 2am or so, suggesting that not only may he NOT have left the building, he may have died there shortly after 2am or so. It seems to me that Brian's departure from the building was likely linked to his death, and his attempted departure was through the construction site, and he died there in a mishap, and his remains are still there... In other words, the argument against the balcony 'escape' is an argument against any 'escape', because had he 'escaped' his life would have gone on with the attendant clues - cell phone use, atm use, apt use, car use, etc etc. IMO, Brian was very likely dead within minutes of his final appearance on the cam just outside the entrance to the Saloona.
I think this presumed linkage of Brian's (attempted) departure from building and his seeming disappearance from the face of the Earth at that the very same point in time is the key to the case, a key that was perhaps too easily dismissed circa the first week of April, 2006.