Where is the missing security guard on Counterfeit Island?

The missing security guard is in Bobo's clown store. He is there because he thinks "The Scream" being stolen was all his fault. He will also give you his time card - take it back to the security room in the museum and you can see the thief on the surveillance video.

(The thief was the mystery guy who told you that the painting was going to be stolen.)