supposedly trying to reach the border with Ukraine near Belgorod [...] why go there? You’ll almost certainly get caught

Russia is a big country where you can potentially stand a chance of evading capture at least for a while. Its border with Ukraine is also quite long, and that border is more porous than you think. It is not impossible for a handful of men to manage to cross it unnoticed through some of the more wooded areas.

saying he was promised a “hefty” pay of around half a million, up to 1M rubles [...] by some (allegedly) unknown person who contacted him over Telegram

Terrorists lie. Don't take anything they say at face value. The terrorist who assassinated journalist Vladlen Tatarsky also initially tried to lie and claim less knowledge and involvement in the plot than she actually had. The trial eventually revealed otherwise. This is why i always say, wait and see. Don't jump to conclusions based on preliminary reports.