I fly a Citation for work, though a different variant than this one. I think someone else nailed it. The reversal near the destination airport means the plane most likely followed the FMS plan until it ran out of waypoints. With the Honeywell autopilot, once the autopilot runs out of points in "NAV" mode, it switches to "ROLL" mode. It won't hold a heading, it just keeps the wings level. Eventually they ran out of gas. Explosive decompression is the most likely scenario. I presume the pressurization system is fairly similar across the Citation variants, though I don't know for sure. I can say that in the variant I fly, if there's a slow decompression you'll know about it. Once the cabin reaches a pressure altitude of around 8000 feet you'll get a beep, a flashing yellow caution light, and an amber CAS message "CABIN ALTITUDE." If the cabin gets above 10,000, you get the same in red, so an explosive decompression makes more sense. The plane was cruising at 34,000 feet, per flight aware. According to the "Pilots Handbook of Aeronautical Knowledge" at 35k your time of useful consciousness is between 30 and 60 seconds. Keep in mind this is an edition from 2008 so that may be revised by now. If they had a slow leak, became hypoxic and unable to respond correctly, then had a blowout it's more than feasible he couldn't get to his mask.