On Tuesday's NCIS: Los Angeles, team psychologist Nate returned from his top-secret assignment, only to leave again by episode's end. Is he gone for good?

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"I don't think this is the last you'll see of Nate," Peter Cambor tells of his character's arc. "It's kind of a big mystery. If there's not a bullet in my head, I'm not gone. It's left open-ended for some reason, and that adds to the mystery."

Cambor says he's been sworn to secrecy by executive producer Shane Brennan, who first pitched the storyline to Cambor last season. "I was like, 'Oh, that's different than what I thought it was going to be,' but I totally understand the reasons," Cambor says. "It's just part of the deal."

"It's a really exciting profession in the sense that you don't know what the next day's going to bring," he says. "It can be awesome, crazy, surprising and scary, but that's part of why I signed up to do this. In a strange way, being an NCIS agent is a microcosm for the entertainment business."

Check out photos of the NCIS: Los Angeles cast

For those viewers dying for answers about what Nate is up to, Cambor suggests looking more closely at Nate's body language in the most recent episode. "In 'Borderline,' when you see Nate, he's been through something," he says. "He's got what the other agents have: he's got a little bit of the thousand yard stare. He's learning how to use a gun, and there's a reason for that.

Is Nate in training to become a full-fledged agent? That answer may lie with Hetty (Linda Hunt), Cambor says. "Hetty definitely has everything to do with it," he says. "She was watching Callen [Chris O'Donnell] for a long time before he became an agent. She pulls the strings when they need to be pulled, and she knows when people are ready."

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Wherever Nate's headed — Callen's hint suggests Iraq or Afghanistan — look for him to be there a while. Cambor's status on the show has been changed from series regular to special guest star, ensuring viewers won't see him every week. But Cambor promises even greater changes in his character when he next appears.

"Nate is going to continue to change and evolve, and it's going to be a long road between here and what happens to him," Cambor says. "I'm really excited about how this all played out."

NCIS: Los Angeles airs Tuesdays at 9/8c on CBS