We have hedgehogs here, sometimes in the garden, sometimes in the hay store (they like to hibernate under the pallets with hay stacked on) We can tell when there's a hedgehog around because the dogs go crazy. All they end up with is spiked noses and the hedgehog toddles off once they've gone.
We call them Tiggies, from Mrs Tiggywinkle.
I think you'll find Alex that yours will reappear, unless you relocated it too far away. They push under fences and can climb drystone walls. Your garden must be just right for him or he wouldn't visit. He will have a range, which will include other gardens and any woodland close by, so he's not only yours.
Tiggies are wonderful little creatures, so I hope when he comes back you'll leave him be. If you have a woodpile, or a heap of composting leaves, he may well hibernate in there, so be careful through the winter not to disturb him, as that can be enough to kill him.