just relax.
this is not like him, its not normal behavior for him but these are not normal circumstances either.
he told you he loved you and he would talk to you. we cant imagine the pain hes going through. we cant imagine what hes thinking of dealing with. each person deals with things in their own way. i know when my husband and i had been dating for a year, his grandma died and he was beside himself. he didnt want me to come outside with him, and then he did want me to come outside with him and he really broke down crying. he didnt want me to hold him or comfort him and then he did.
its likely that your finace just doesnt know what to do. he doesnt know how to deal with all the problems with his parents and losing his dad, and he doesnt know how to express it. im going to assume that he knows you well enough to know what you would be doing - and you are kinda showing US that; you are writing calling leaving notes and messages... and maybe he just needs you to not pressure him to talk right now. there are no words you can say when you are losing a parent.
try to back off. see what happens. if you dont hear from him by the end of the week, try getting ahold of him again. if you try to call and you get ahold of him, try not to talk so much, be quite and listen more if you do get ahold of him. dont ask him any questions, let him offer the information. dont say you know how he feels unless you truly do, dont say those cliche things you know? dont push, dont offer to go there, or anything unless he asks.
if you dont get him on the phone, try to send him a message (ONE format only) online or phone. tell him you are worried about him because you havent heard from him, and you just want him to text you and at least say hi. and thats all.
if he doesnt contact you, dont panic. dont overreact, but i honestly dont know what to tell you. i hope that he finally gets ahold of you or something. i wouldnt assume anything bad, but i would pray my heart out to try to find something out. maybe call other family or his parents house if applicable. does he and his ex have kids ? try talking to them? i dont know. try talking to any friends he may have who might know. dont be crazy about it, simply ask if they have heard from him, and end it at that, no matter if the answer is yes or no. just that. hopefully a person woudl offer more information if they had heard from him.
anyway.
good luck. i hope i hear how this turns out..