Thank you for posting your request on History Hub.
You say that NJ did not return any record of a death. Is it possible that he may have had property in, or died in a neighboring state? I have conducted a search online through both Ancestry and FamilySearch and have not been able to return a record, but, not all vital records are digitized online. Might he have even returned to Belgium and died there?
Depending on the state in which you wish to search, I would recommend reaching out either to the State Archive for that state or to their office of vital records. Or, if you believe he might have died in Belgium or had his death recorded there, you can visit their site here, for their national archives:
I hope this is helpful in your research!