All three scenarios are options for the Sinaloa cartel chief, a Mexican official told CNN on Tuesday.
Take Badiraguato, a tiny town in the mountains of Sinaloa where Guzman was born and where his mother and some of his children live. It's one of a number of places in the mountains where Guzman has a vast network of local residents who can help him stay out of harm's way, the official said.
There, the terrain is so treacherous that the only way to get around is with an ATV or a plane, the official said, and it helps to have local lookouts on your side.
Guzman, the official said, could be hiding in plain sight somewhere in the megalopolis of Mexico City, where millions of people pulse daily through the streets.
He also could have used a fake passport to slip into Honduras, El Salvador or Guatemala -- or even the United States, the official said, since Guzman's beauty queen wife is an American citizen
. But that, the official said, is a very slight possibility, given the risks he'd face on U.S. soil.
Mexican authorities are offering a $3.8 million reward for details leading to his capture. But so far, it doesn't seem they've spotted any sign of him since his escape Saturday.
If they want to find him, one expert told CNN, that time is quickly running out.
"The first 72 hours (after the escape) are extraordinarily important here," said Mike Braun, a former chief of operations for the Drug Enforcement Administration who spent years tracking and gathering evidence on Guzman.
"And if they don't get their hands on him then, I don't know. We may never see this guy again."
Dozens questioned; prison officials fired
At least 49 people have been questioned in connection with the escape, the official said. And Mexico's interior minister said Monday that he has fired the prison director and other prison officials.
It's likely prison workers helped Guzman break out, Mexican Interior Minister Miguel Ángel Osorio Chong told reporters.
Guzman, he said, was inside a cell with 24-hour closed-circuit video surveillance and a bracelet that monitored his every move. The video system, he said, had two blind spots that Guzman exploited. And he left the bracelet behind before he crawled into the tunnel and made his getaway.
As they announced the reward for his capture Monday night, Mexican authorities released what they said was a recent picture of Guzman, showing him with a shaved head and face.
Guzman wasn't sporting his trademark mustache, the one he had when authorities captured him last year in what was considered on both sides of the border to be a major law enforcement victory.
Did DEA know of past plots?
Nicknamed "Shorty" for his height, Guzman already had pulled off one elaborate escape from a maximum-security prison. In 2001, he managed to break free while reportedly hiding in a laundry cart. It took authorities 13 years to catch him -- closing in as he was sleeping at a Mexican beach resort.
That he managed another prison break has U.S. officials fuming. When he was arrested in Mexico last year, the United States asked to have him extradited, in part because of concerns he would escape again.
Analysts say it's likely Guzman began plotting his latest prison break almost immediately.
At some point following his recapture, U.S. Drug Enforcement Administration agents received information suggesting relatives and associates were looking for ways to break Guzman out of prison, a law enforcement official told CNN Tuesday.
The officials had no specific details about an escape but, as is routine, passed along what they knew to Mexican authorities, the official said.
Osorio Chong denied the government was notified.
How he did it
Guzman took a sophisticated route during his escape, officials believe: a tunnel complete with lighting, ventilation and even a modified motorcycle on tracks
"that was likely used to remove dirt during the excavation and transport the tools for the dig," Mexican National Security Commissioner Monte Alejandro Rubido said.
The tunnel began with a 50-by-50-centimeter (20-by-20-inch) opening inside the shower of Guzman's cell, Rubido said. The tunnel stretched for about a mile and ended inside a half-built house.
It's likely the Sinaloa cartel had spent years infiltrating the country's prison system, a Mexican official told CNN. Whoever helped in the plot likely had the architectural plans for the prison that pointed them toward the shower area, the official said.
As authorities detailed the evidence they'd found pointing to Guzman's escape through the underground passageway, one drug war expert questioned Monday whether the notorious kingpin even used the tunnel at all.
"If he went out that tunnel, it was with an armed escort, most likely a mix of prison guards and his own people, if the past is prologue," said Don Winslow
, who's tracked Guzman's career for 15 years and wrote about a fictional version of the famed kingpin's 2001 escape in his recent novel "The Cartel."
"My bet is that he went out the front gate, and the tunnel was a tissue-thin face-saving device for Mexican officials, the motorcycle a dramatic improvement over the laundry cart."
'A complete savage'
Guzman has been a nightmare for both sides of the border. He reigns over a multibillion-dollar global drug empire that supplied much of the marijuana, cocaine and heroin sold on the streets of the United States.
The U.S. Justice Department describes the Sinaloa cartel as "one of the world's most prolific, violent and powerful drug cartels." It says Guzman was considered the world's most powerful drug lord until his arrest in Mexico in February 2014.
"He is a complete savage," CNN law enforcement analyst Tom Fuentes said. "What they do, and how they do business, is based on complete terror. ... They kill journalists, politicians, police officers, corrections officers. And then not just that person, but every member of their family."
The Sinaloa cartel moves drugs by land, air and sea, including cargo aircraft, private aircraft, buses, fishing vessels and even submarines, the Justice Department has said.
The cartel has become so powerful that Forbes magazine listed Guzman
among the ranks of Bill Gates and Warren Buffett in its 2009 list of "self-made" billionaires. Guzman's estimated fortune at the time was $1 billion.