You can be happy he is so wary and alert as those are necessary skills for him to survive. Consider how he has improved so much since you found him weak and unable to fly at the side of the road.
Natural for you to worry, :hugs. Like domestic pigeons he has some waterproofing powder on his feathers and I believe he looks feathered enough to handle the cold. He will learn by observation of the wild birds where to find food. You could put some seeds and water out for him in your garden or...
Nice work saving him! I do think there is a chance he can make it on his own now that you have given him a second chance. He might join the wild flock... If he still can't feed himself he will probably come back to you.:)