I am not set on one theory & will consider all possibilities.
However, I feel like the fact that Brian is not seen exiting the building could be a red herring.
Remember that at that time, there was a false wall to the left of the Ugly Tuna Saloona because of construction. There was a small hallway behind the wall that can be seen in more recent pictures now that the false wall is gone. This was easy to access. This door was used to get to the elevator & go down to the service area on the 1st floor. The staff & band would’ve used this exit. I believe Brightan stated that Amber had stepped out that door on other visits to speak on the phone.
Once down the stairs or elevator, there was no barrier to the construction area/exit. There is also the possibility that Brian avoided that area completely and ducked into MadMex, which was right down the hallway. Hurst states the restaurant often left their kitchen door open to the loading dock, where he could’ve exited.
I believe the service area was monitored by cameras, so it’s assumed Brian used the stairs and not the elevator.
Another option would be the emergency exit in the bar. It was monitored by a camera, but the footage was overridden somehow. It may mean nothing, but seeing as patrons reported no alarm sounded by using that door, it’s definitely a possibility he used it.
Basically, we can’t assume he didn’t leave the building just because we don’t see him doing it.
The most simple explanation would be that he did not leave; however, there’s just no evidence he is in that building.
Perhaps the question we should be asking is, why would he choose to leave in an unorthodox way?
I believe he was avoiding running into Clint & Meredith.
I have some ideas why. Do you?