So he could have gone to the Land of the Fey.
Well I suppose if they had records Spooky could learn a thing or two about the magic that has slipped into mystery and legend in England. Then again, could it have had anything to do with his dead Pixy friend?
Still I think the Queen and Spooky might have been a little closer then friends...At least from the queens perspective. There was a lot of work that Spooky and the Queen had to do together to get the agency up and running. That probably means that no one worked better together then themselves since then.
Apparently someone hasn't read up on their lore. The Fae aren't little faries that flit around with glee: they are, at best, don't have much invested for the lives of mortals. At worst, they are amoral sociopaths that kill on a whim and actively cause dissension.