I don't know what to do about this.

For context my son is 5 years old. I put him to bed at 7:30pm just like every night and then went to bed myself because I'm exhausted. After awhile I just couldn't shake the feeling that I needed to check on him, like something was wrong. When I went and looked in his room he wasn't there, and at first I thought he had snuck downstairs to mess with stuff again but when I went downstairs he wasn't there. I checked his bedroom fully and downstairs again and he just wasn't there. I started panicking hard, and when I looked outside I saw he was playing with kids I've never seen in the neighborhood before. I made him come back inside, and im ashamed to admit this, but I did yell at him for a bit. I was so shocked and angry that he thought he could just go outside and play after we've gone to bed. Now I don't know if hes done this before or if hes just going to do it again but I know I can't let it happen again. I just don't know what to do about this.