He was believed to be south of the Wall, with the Great Talisman of the Dragon, which he is keeping safe from the Marked. He has been working with the Silver Dragons, Iala Mane and Shan Tsu. He has probably crossed the wall during Master Zhou's "distraction" during Three Days of the Spider.
He returned to Bear Mountain and reclaimed the Red Pagoda, putting plans into motion to change the names of the country back. And, in fact, he (with the party's assistance) changed it back to Bear Mountain. He was most recently trying to find a way to change the name of the Steppes, but was having trouble finding a way to do so. He was staying at a monastery of the Steadfast Heart north of the capital.