Yoon avoided an arrest attempt last week after his bungled December 3 martial law decree plunged South Korea into its worst political crisis in decades. The decree led to his suspension and impeachment.
The 64-year-old former prosecutor was at home when investigators carried out their failed attempt to arrest him last week and was still there until early this week, the Yonhap news agency, citing police, reported on Wednesday.
However, investigators say they are now unsure of his whereabouts as Yoon keeps them guessing behind a wall of protection even though a new warrant cleared the way for renewed efforts to arrest him.
"I am considering various possibilities," Corruption Investigation Office (CIO) chief Oh Dong-woon said on Tuesday in response to a lawmaker who asked if Yoon had already fled.
Opposition lawmaker Youn Kun-young said on Tuesday Yoon's home was "turning into a fortress", with guards installing barbed wire and using buses as blockades before an anticipated second arrest attempt.
An AFP journalist saw Yoon's guards walking behind rows of buses on Wednesday and locked entrance gates covered in barbed wire at the residential compound.
Yoon's home -- a former foreign ministry residence -- is nestled in Hannam-dong, an affluent Seoul neighbourhood along the Han River renowned for its luxurious homes, some of the country's most expensive.
It is also popular with K-pop stars, reportedly including members of the megagroup BTS, and hosts many foreign embassies.
Situated in Yongsan district, which stationed colonial troops during Japanese rule and American troops after World War II, it now plays host to Yoon's own legion.
Investigators made their landmark move to arrest Yoon last week and were let through only to be met by vehicle blockades and a wall of security forces.
Around 200 presidential security service members linked arms to prevent them reaching him, forcing investigators to stand down.
The suspended leader was inside at the time, according to police, and vowed to "fight" alongside supporters outside while watching them on a YouTube livestream.
Shamans, feng shui
He moved into the hilltop residence with First Lady Kim Keon Hee in 2022 after refusing to take up residence in the presidential Blue House -- named for its thousands of blue tiles -- and office in central Seoul.
He chose the complex after criticising the centuries-old Blue House for being a symbol of imperial exuberance, the first South Korean leader in modern history to refuse to live there.
Yoon denied that he moved residence because of advice from a shaman with whom he was accused of having close links.
The opposition also accused him of listening to feng shui masters who said the Blue House site was linked to bad luck.
But the biggest criticism Yoon faced was over the cost of moving and the number of officers there during the 2022 Itaewon Halloween crowd crush, where 159 people were killed and many were in urgent police need.
His security service argued they were separate from the police and it was not their duty.
Those security officers are now guarding Yoon at the Hannam-dong complex and have vowed not to let in investigators.
The guards and Yoon's legal team claim the site -- including a no-fly zone -- is a sensitive military area holding official secrets and say investigators have no jurisdiction to enter.
Yoon's office even filed a legal complaint last week against a YouTuber who allegedly filmed his wife walking their dog.
A separate presidential office has an underground military bunker, likely to be used in case of large-scale attacks by North Korea and to plan for major disasters.
However, the defence ministry declined to comment on whether his hilltop home has such a facility.
Despite uncertainty over Yoon's whereabouts, CIO chief Oh said they would "prepare thoroughly" for the second arrest attempt.
Police say they are tracking Yoon's location, Yonhap reported, without disclosing where he is.
