I was going to link to the scene of Rambo escaping into the mine in First Blood here, but it doesn't quite fit.
That said, if one were crazy, but still cunning, and wanted to really scare people and make a name for ones self, then doing a mass shooting and then just disappearing would be a good way to do it.
I think the pathology of the modern mass shooter is pretty well known by now, and most of them know they aren't going to survive it. It's a particularly narcissistic form of suicide. From that point of view, doing the shooting, disappearing into a cave and offing yourself where no one can find you is kinda canny. Unlike the school shootings where everyone just kinda moves on in a week or so, because the event is "over", you would be more like the mass shooting version of D. B. Cooper, whom folks still talk about.
A particularly cunning crazy person might set up some really hard to find camps in a couple of those caves and hole up for a week or so, then emerge to shoot up the interstate again. If you can shake the dogs and trackers sure to be used, you could do it a couple times.
Scary thought.