During the years Moshe was missing from Egypt, was he travelling abroad, to Saudi Arabia perhaps or Paran? Are these missing years documented somewhere?
See the Midrash Quoted here. (Yalkut Shimoni, 1:168; Sefer HaYashar, Parshat Shemot). Moshe became the king of Kush for many years after running away from Egypt, and before he went to Midyan.
When Pharaoh learned of the matter, he sought to kill Moses; but Moses fled from Pharaoh. He arrived in the land of Midian, and sat down beside a well.
The LORD said to Moses in Midian, “Go back to Egypt, for all the men who sought to kill you are dead.” So Moses took his wife and sons, mounted them on an ass, and went back to the land of Egypt; and Moses took the rod of God with him.