When Did The Time Traveller Go?

We know, because it is the basic premise of Poul Anderson's Time Patrol series, that those who go into the past on timecycles can alter the course of past events, whatever our theoretical understanding of this paradox, but we do not know the same of HG Wells' Time Machine. The outer narrator of The Time Machine reflects that time travelling suggests curious possibilities (scroll down) but Wells leaves it to his successors to explore such possibilities and Anderson is the most comprehensive such successor.

We have wondered what happened to the Time Traveller and also tried to tie him in with other fictional time travellers. Causality violation suggests somewhen else he could have gone. If he altered a past event, then he would have initiated a divergent timeline and gone into that timeline, disappearing from ours. Am I the first to suggest this?