I haven’t heard it recently, but fromt time to time during the past several years he has said “I’ll let you know when it is time to go” and teased about going to New Zealand or some other unnamed place. I take him to be half joking. Half. But he has not talked that way recently.
I am sure he has contingency plans though, both as to his person and his fortune and his closest circle. He is a wily and pragmatic man, with the means to put his plans into action should he choose.
He said he’d go to Costa Rica of all places. That was back in 2010 before the passage of ObamaCare.