DO not punish him even if you catch him.
You can go stop to interrupt the pee and run him outside and reward him a great deal.
But punishment only wreaks your loving relationship with him. Teaches him not to trust you. Teaches him to hide the peeing from you as you are scary.
Yes go back to teaching him the way you first had success as dogs do not generalize so peeing outside and going to the door to ask in the old house is not the same as in the new house and must be taught all over again.
Once he is outside go with him and give him a treat of a pat or kind words or food as soon as he is DONE doing his business not before or you could stop him from finishing his business.
JL
__________________ "The truth about an animal is far more beautiful than all the myths woven about it." Konrad Loranz |