That last would take you to Interstate 80. It would be the quickest way to get to a high-speed Interstate highway. Going through Riverton to Rawlins also takes you to I-80. From there, you'd have a bunch of choices to head southward.
I keep wondering whether he left the van for, ahem, somebody else to pick up and headed north to the airport in Bozeman and a flight to most anywhere.
Hm, now that I think about it, he wouldn't have to go as far as Bozeman. At this time of year, West Yellowstone airport has direct service to both SLC and Denver, possibly other places as well.