My husband has dementia, trying to keep him safe. He keeps coming up with new behaviors. Any advice?

When I take him out to get exercise, Mall or stores seem to be best because floors are flat. However, when he uses men's room if I am not staring at door he will walk away. He made it down escalator when I called him, he couldn't tell me one thing in front of him, found in shoe dept. Another time he made it out the door and was walking in parking lot. Luckily a woman came to me said she saw someone with his description walking out door. We went into a store he took off his shirt, quite upsetting for store staff. Trying to find something he could wear that has gps farther than 300 ft. Think he is in sundowning stage. Wakes up at 3 am wants to go to hospital, cant say why. Also, goes to refrigerator gets drink. He is incontinent takes wet, etc. underwear off and puts in closet or bureau. I try not to get upset but don't know what to do. I found article "10 commandments of caregiving", trying very hard to follow. I say stay with me, haven't figured out how to not say please don't." He won't can't remember anyway.