Fleeing Leaders and their Vanishing Units

[cjsiam]

So....A German Paratrooper who has already lost a step and become demoralized attempts
to recover with help of a leader...
Tragically (from a German perspective) he fails....
He runs toward the closest Safe hex....His Leader comes with him....
This commotion is observed by a distant 15mm Czech Machine gun, who amazingly gets an M2 at like 6 hexes....
And the demoralized half-platoon Fails by >3 his morale check.....vaporizing into the mists of the Slovakian hills....
the Leader, having passed sufficiently, without any impact to his morale from the Machine gun fire....
What is his status?

He had a move order, in order to assist in the Recovery Role...
He chose to move with the demoralized fleeing unit....
But, after moving only 1 hex---the unit disappeared...while he remains...
Does he:
A) Stop where he is?
B) Must flee to a Safe hex (though his morale is fine....)
C) Can continue moving, as if he was operating under a Move order (which, he technically was.....)

We did C).....
And then it got more fun..