I'm pretty sure he was heading back to the house. It's what all the reports have said. People thought it wasn't the case when his wife said "he went for a walk" but this could have meant a walk to the house or a walk around Pedi and then back to the house. She said he took a wrong turning and ended up where he did, implying he should have gone the other way that led to the house.
I think he thought he could go via the mountain route and sadly got lost.