The last time the character Claude "appeared" was in the graphic novel "Sum Quod Sum" where he's hiding out in London, England with two other people with abilities. At the end, he stays there in hiding with them, so assumedly, he's probably still there (or just in hiding somewhere else).
I'm not sure what has happened to him so this answer isn't going to be good. I think the actor Christopher Eccelstone who plays Claude doesn't want to come back into the show (i'm not sure tho) so the writers have basically tried to forget about him. The Volume 4 Finale Episode 3x25 is titled "An Invisible Thread" so hopefully we will see Claude then.
I'm not sure, but didn't he allegedly fall/jump of a cliff in order to escape. It goes to the basis of the Claude character that he doesn't want to be involved anymore and just disappear, but I hope he will come back because I am a fan of the character and of Christopher Eccleston.
This may sound stupid but i believe that rebel is creating a group of rebels in which claude is a part of. It is possible that in the episode 'an invisible thred' he will return maybe as an assassin or a guard for someone..??
