Try to get him to come back around as best as you can and talk to him. if he leaves and is gone for more than 12 hours call the police and they will help you out a little. Don't call 911 unless its a real emergency! call your local police station.
im 13 i under stand because i had to take sex ed class in my school i think he is emberest to see you guys like that and i also think you should ground him for running away during the night and making you worry.
At 13 he should have a clue about this but watching It in movies is not the same as seeing your parents do it(yuk) however it should not ruin his life! Get a lock for your bedroom door and only play there if there is a chance he will be around.it happens to lots of kids unless he is really upset relax.
He is embarrassed but that's quite an over reaction. You and Dad need to talk to him and let him know its ok to be uncomfortable and embarrassed but running away is not ok. Going to his room alone would an appropriate reaction not running away.