Shai is a beautiful kitty and I hope you get him back soon. I imagine you've checked your house and any surrounding buildings very carefully. You've done just about everything.
I don't have outdoor cats, but I know of a friend whose cat was shut in a neighbour's garage for a few days. An outdoor cat near wooded areas can face a number of hazards, besides the regular outdoor dangers like cars, trucks. ACO22's advice is important, do check with your town's animal control or roads service, so you can at least eliminate one possibility, and get on with your search with a more serene mind.
I'll keep you and Shai in my thoughts.