Imagine being 4 days in and still not being able to find someone's killer using the biggest police dept in the world, larger than most countries' armies, inside of a tiny city with 20 CCTV cameras on every block

They've got CCTV footage along his entire getaway route up until the point where he entered the Port Authority bus terminal. The reason they haven't found him is that he immediately left NYC in the least traceable way possible. He was already on a bus out of town when they were still investigating the scene of the shooting. Nothing mysterious about that.