Is there any evidence of him being worried, or are you extrapolating this belief from the knowledge that you would be worried?

Remember that sociopaths don't think the same as the rest of us.

Is there any reason to think he’s not worried other than the fact he’s blown of steam with a few hours of gaming?

The fact that he's still talking to the media. The fact that he's a sociopath who's been running a scam for years. Normal people don't have the nerve to do things like this.