sleepsooz, you must be so worried! I have a DS who is 10, and I would be frantic if he left the house when he had been told not to.
I can only assume what I would do in that situation, but I think I would have to take fairly drastic action to make him realise how serious this is.
I think I would tell him that if he went out again without permission then he would lose everything from his room except his bed until he learnt that this behaviour is unacceptable.
If he did not heed this warning, then I would remove his things.
He would have to earn back his possessions by behaving appropriately.
Your son needs to be aware that there is not only his own safety to consider, but also that of your twins.
He also has to know that causing disruption for you when you are at work is unacceptable.
It sounds like you are doing everything you can for him, with one to one time with you and your DH, plus clubs etc. I'm sure he gets lots of positive praise from you too.
I know my suggestion might sound harsh, but it is not safe for a 10 year old to be out without you knowing where he is.
He may be quite 'streetwise', and my 10yo goes out locally alone, but I know mine would not be able to cope in an emergency.
Mind you, I completely appreciate that it is easy to give advice, but a totally different matter when it is your own child.
I was just trying to think of what I would do if I needed to give DS1 a big enough shock to make him realise that he had to stop leaving the house without permission. My DS loves his bedroom, and his 'things' (books, cd collection, dragon ornaments etc), so I think that removing them would be the ultimate shock for him.
Reading this thread back, I am aware it sounds a bit 'preachy', but that was not my intention - I think I'm just having trouble expressing myself this evening!