Why did Fernand stop escaping after he shot Mercedes?

Fernand wanted Mercedes for himself.

However, she tells him that the only reason she married him was that she was pregnant with Albert who is really Edmond’s son.

So, he heads to the ruined estate to take the supposed treasure but that turns out not be be real either.

So, the woman he wants doesn't love him, his son is not his and the treasure turned out to be illusory and he's wanted for murder.

After firing a shot and wounding Mercedes he rides away but realises that he has nothing left to live for except killing Edmond.

He tries..and fails.

Fernand has nothing more; he is a fugitive, experiencing financial ruins, betrayed by his own wife, don't know where to run to. He turned into a wild dog and cannot think properly. He wants blood... and he got what he deserves.

If you look closely, the army/gerdarmes forces were coming to arrest Fernand. Earlier when Villefort was arrested (in the steam bath room) he confesses that he had Fernand shoot his father. So Fernand had no choice but to return or be arrested.