When he realizes he's lost he doesn't panic, exactly. He very meticulously attempts two hundred adjacency jumps and he writes a note home telling them that he's lost and then he very calmly methodically throws a tantrum.
He's a demon in vacuum very far from any inhabited worlds so it can be a very very elaborate tantrum. He builds entire cities but on fire; he builds other entire cities and then sets them on fire; he feeds all the flaming cities to a sun which he makes on the brink of going supernova; he sits there waiting for it to do that, but gets impatient before it's done and starts messing with its core to destabilize it faster. The sun goes supernova. It hurts. He doesn't heal himself instantly. He teleports clear and curls up and cries.
And then he hunts for alts. He has one. ...his hasn't produced any written work in the last eight centuries and a conjure for a scale model doesn't turn anything up, so he has a dead alt. No one else has one at all, not that he can find. His alt has - lots of writing, most of it on - he reads for a long time to get even a vague idea - the local magic system - some of it encrypted, but not well encrypted.
He makes himself a planetoid and he makes himself a very heavy blanket and he curls up under it and reads his alts' notes. Lots of magic. Lots of famous magic that was expected to endure long after his death. Conjuring for scale models of the various mentioned artifacts gets him nothing. Conjuring for scale models of their surroundings gets him -