2 things, Leave the e collar on whenever you go outside and make sure the correction is strong enough to deter him from running off and yet not too much that it spooks him. Sounds like part of this, is maybe he figured out the e collar and he knows when its not on.
Second, the come command HAS TO BE POSITIVELY REINFORCED MANY TIMES. It also CANNOT be re-inforced with "punishment". An Alpha rollover was good choice but applied to late for the dog to associate it with not coming.
Work the come command with a 30ft lead tied to a tree (so the dog cannot go anywhere BUT to you) and then use the e collar as the correction. Keep in mind that the better the praise, the more the dog will want to do it. Use a good food reward (my guy likes liver/hot dogs) occasionally to spice it up.
If the dog does get outside without the e collar, you have already lost the battle, call him once maybe twice at the most and walk back inside and wait. I know thats a hard answer but its one that works quite often. For the come command to be %100 the dog has to learn that no matter what is happening if he comes when called he will get praised.
Good luck and let me know how its going