I hope you find him ASAP! I think most people would contact the local shelter eventually (that's what I've done when I've found an un-collared dog, even when I've kept the dog with me) so definitely keep trying there.
I would post some signs with a reward, put up a lost dog alert on Craigslist, alert the local shelter and police department, call the local emergency vet (since I assume all others are closed) and look for Facebook groups for your neighborhood and surrounding ones plus any lost dog pages (we have a Loat Dogs of Illinois page, for example). Also leave out a dirty t-shirt and bowl of food on your porch in case no one did pick him up. It will help him find his way home.
My cat once escaped from my apartment in Brooklyn and wasn't wearing a collar (and at that point she wasn't even microchipped). This is what I did: - Googled for and contacted all of the local animal rescue groups. - Printed signs with her picture and put them all over the place. - Googled for local internet forums for my neighborhood and posted there. I actually met a local cat rescuer who had a cat trap she let me use and then helped me get the word out to other cat rescuers in the area. She was amazing. - Filed a report with animal control and the local animal shelters.
I got her back the next day.
I would also suggest posting in your local yard sale/garage sale groups on Facebook and any other Facebook groups related to you area.
Any update? I found my dog once via Craigslist, once via microchip & once going to every shelter in my city and seeing her. Try everything! You'll Get your sweet pup back I pray!