Airports tend to be pretty secure, so he would have had to clear Finnish immigration to do that. No evidence offered yet that he did do that.
He didn't have what now? He most likely had a r/t ticket on AY and, if his flight originated from MAN (he lives in the north of England so unlikely to have used LHR), there's no same-day transfer BKK-HEL-MAN so a +16 hour layover. Even if he had used LHR, most of those connections also require clearing immigration and a night in a hotel.
HEL air side is single-terminal so no need to pass through immigration. It's a very nice airport, but not so big that one could 'disappear' for 16 hours, let alone several days.