My Cat is Driving me Crazy!

So, this guy pictured above is driving me crazy! Not that that is too far of a drive, but in the last week, Rambo has been sneaking out every opportunity he can. My other half and I spent the last half hour getting him out from under a trailer two lots down. So now we have to cage him before we go outside, and I even had to place a sign on the front door that says, "Did you put Rambo in the cage before you opened the door?" 

Before you ask, Rambo is healthy and only nine years old. Our first thought was he might be sick and sneaking off. However, when I finally rangled him tonight, Rambo was hanging out with a stray cat who is currently pregnant. No, he cannot be the father. However, she is the mother of our cats Feral, Princess, and Slowmo. She pushed him back towards me, and he came right to me when I called him. All my fur babies are spoiled rotten, so I do not know why he is doing this. It's enough to drive me CRAZY. 

For those who ask, is he alright? Of course, and currently is in lock-up until the house is locked up for the night!