In terms of his refusal for security many theorise it was to hide a potential affair with members of his close political circle. I find that is the most likely explanation.
For his disappearance again many theories have arised which include him being assasinated by the CIA or him defecting to China by faking his death and being picked up by a Chinese submarine. These seem a bit more ridiculous to me so I personally believe that he most likely just overestimated his swimming skills leading to him straying to far away from the shore and drowning. The due to the strong currents his body was carried too far away for rescuers to find.