He was arrested at the airport, it is unclear if he was trying to enter or leave Montenegro. I can imagine he was trying to go somewhere else.
His last known whereabouts were in Serbia, and Belgrade - Podgorica have about five flights per day both ways.
I wouldn't say any of them were a particularly smart choice.
I assume these are the commercial destinations. Is it out of the question that he chartered a flight?
You still go through customs when flying private.
Are they expecting every Cessna 172 travelling out-of-country to depart from one of their two international airports?