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He must have escaped through the bars. Some cages have slightly wider gaps at the corners or round the doors and baby or dwarf hamsters can get through these. They can get through amazingly tiny spaces.
You need to try and set up some traps. Humane mouse traps can work or bucket traps. Leave food in several places with flour dusted round it and see if you get any footprints. Once you find out the room he is in isolate that room and search everywhere. Block off holes unless you think he is down there.