It seems that he, along with three other security officials (his bodyguards, I would assume) were trying to evacuate the staff and had a car or cars pulled up outside ready to go. I saw one photo in a foreign website and you could see a destroyed car outside a flaming building - and what appeared to be a body lying at the door of the building.
I guess we’ll find out more later (unles Obama makes this all disappear from the news). I bet we’ll find out more from the non-US press than our own.