Teaching danger

Need some advice. My 11 year old non verbal autistic son has recently developed a fascination with lifts and escalators which is fine when he's watching YouTube videos but now he has started looking for them when we are out and will run off without warning. Tonight he took it up a level. I was cooking in the kitchen, my wife at the kitchen door talking to me, when we looked round he had took the door key from the drawer, opened the front door and run out. By the time I ran to the door he had made it across the front garden, through an alley way to the main road. I sprinted after him, when I got the the main road I couldn't see him. A car pulled over and said are you looking for a little boy. He's run that way (towards the local train station). Baring in mind he's in his pyjamas with no shoes on. So i ran that way, as I came round the corner I see him going into the station to find the lift. He had made it across a pretty busy main road and I'm 100% sure he wouldn't have looked. I ran in the station and caught him just as he was going into the lift. The heart breaking thing is he was laughing his head off and has absolutely no sense of danger. I can tell him what's right and wrong till I'm blue in the face but he just laughs. In his mind he's been on a little adventure. How do you make it clear what's right and wrong and what's dangerous?