He probably believed he could have his cake and eat it too. Turns out he's not as clever as he thought. Now the only thing he has some amount of control over is which jurisdiction he will be handed over to.
Any jurisdiction that has filed charges against him and has an extradition agreement with Montenegro. His country of citizenship probably has priority, though.
If he doesn't want to be extradited, he can delay the process for quite a while like Julian Assange did.