The truth is we don't know for sure. All we have are eyewhitness accounts of his body missing from the tomb and tales of sightings of him in the hours and days immediately after the discovery of the empty tomb.
What was going on in Jesus' mind? He knew he was going to die. That was certain. It was Gods plan and he would see it through. So no matter what he did he was going to that end. Then why didn't he use the opportinity to have the "last word".