Yes he was a fugitive, But to remain one there would need to be someone willing to prosecute him.

Chuck giving the drive to wags was his olive branch of MAD (mutually assured destruction) .If he prosecute or tries to prosecute axe he will end up going down as well, It was already shown in the start of this season the thing that hurt chuck the most was his children resenting him for being a criminal he won't risk that again. That takes care of the DA for the SDNY.

Then there's Dave Mahar the interim attorney general for the state of New york. She has already shown her interest in taking down prince, I imagine a conversation with chuck and him letting her know of the drive and the disaster it would be if it got out she will go along with not prosecuting axe as well if he can stop princes ascent. so that handles the state charges.

The last person of power who could prosecute axe would be Mary Ann Gramm (Roma Maffia). Chuck already backed her down when the Governor was holding him on a tight leash by threatening to prosecute sex workers (illegal immigrants and citizens) to the fullest extent of his power. As the DA for the SDNY his federal power to not only charge but possible deport any aliens as well she will fold without any fight.

At this point with no one willing to prosecute axe, Orrin Bach would just petition the courts to dismiss the warrant. With no contest from anyone it would be lifted and axe would be a free man. Axe also was never officially charged, maybe in absentia but it's not like he broke out of prison. Orrin was arranging a surrender and he evaded so it's not like it was a jail break. the reason he hasn't come back until now was because the charges were pending and as soon as he did return he would of been apprehended.