I saw all 4 episodes and thoroughly enjoyed it.
I think why Quinn decided not to go with Woody, Rick and Baxter is because he was the one out of the 4 most severely compromised after shooting the Majorcan policewoman "Maria". He knew that he was pretty much a "dead man walking" the minute he pulled that trigger. And he resigned himself to that fate.
Whereas the other 3 still had a chance to clear their names and hopefully get back home to their families. Quinn probably doubted they'd make it, but it was a better option than staying at Alvos villa and awaiting a bullet in the head by Marias partner in crime.
PS: I think Quinn only "acted" like he'd totally lost the plot because it was the only way he could think of to get his buddies to leave him. There was no point in all 4 of them dying!
Just my opinions of course :)