Cole came down from his car, and with the way he's looking around his environment it was obvious that he thinks someone was after his life, but it wasn't entirely a lie, he didn't know whether Vladmir Petrov has let him go, because he was willing to work with him or that's because he didn't trust him enough, so he was trying to check if he's working undercover for Diego.
But when he found no one who looked suspicious in the dead of the night, with the stares he was getting from his neighbors it made him realize that he's the one who was looking suspicious, no one was after him. He's just being paranoid, but regardless he went for his room the moment he entered his home.
There's no sight of his mother, the only lucky thing about all these was the part where his sister was with his uncle, so he wasn't worried about Diego or Vladmir trying to get her to use her as a leverage upon him.
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