Sergeant Ermey is a man of honor, he would never leave one of his men behind. But one of these days that sentiment is going to get himself killed.
We don't even know what threats we face in this land. We certainly don't have the resources to spend searching for a missing private.
I want you to go after him. Do whatever it takes to give up this fool's errand and return to the camp. He was last seen headed to the south-east, I'd start your search there.