McCrum had already pointed out that Marsalek was at least looking for connections intelligence services, had confirmed connections to at least some former intelligence operatives, and that there were a lot of pieces of evidence that pointed to the strong possibility of connection to Russia. He just didn't find definitive proof, but that was also not the primary focus of his book.
Yes the book mentions towards the end that Marsalek's location was unknown, but possibly in Russia or Belarus where Interpol would not be able to do much.