At some point of time, Stephen heard from a fellow resident that some weapons might be inside a nearby train wreckage. He decided to try looking for the weapons, as they could help his town. However, the other residents said that it was too dangerous to leave the town. Still, Stephen left the town at night, while the other residents were asleep. During his search, he left a note behind explaining the situation.
It is likely that Stephen was killed on his search, as there is no person found in the town to be referred to as Stephen in the game, nor does there seem to be any sign of a Wildfire in the town.