Shaun Davidson told prisoners he didn't want to return to Australia

Escapee Shaun Davidson told prisoners in Bali's Kerobokan jail he intended to do something before his imminent release that would extend his stay in Hotel K, as the prison is colloquially known.

The West Australian and three other foreign prisoners are still on the run a day after pulling off a brazen escape from the jail via a waste tunnel, which prison authorities presumed was merely a septic tank.

Davidson, who has family members in Wollongong, had just 10 weeks left to serve after being sentenced to a year's jail in Bali for using another man's passport.

But he also faces drug charges in Australia.

An outstanding warrant exists for Davidson after he skipped the country and failed to appear before the Perth Magistrates Court on January 28, 2015.

He was charged with possessing methamphetamine and cannabis with intent to sell or supply, possession of drug paraphernalia and no authority to drive.

Instead of facing his drug charges Davidson spent a year partying and boxing in Bali before falling foul of immigration authorities for using another man's passport that had been reported missing by its owner in 2013.

"Davidson had made no secret of his intention to avoid being sent back to Australia," a Kerobokan source told Fairfax Media.

A frequent topic behind bars had been how he could be deported to a third country at the end of his sentence that did not have an extradition treaty with Australia.

"He actually likes prison. I can well imagine he escaped with the aim of being caught and extending his sentence in Kerobokan, which is far more comfortable and drugs more easily available than in an Aussie prison," the source said.

A former prisoner said Davidson wanted to stay longer in "Hotel K".

"He was asking me what I thought he could do to stay longer to avoid going back to Australia," the ex-prisoner said on Facebook. "As a joke, I said, 'Try escaping'. I guess he took it literally." 

Bali corrections chief Surung Pasaribu said under Indonesian law the men would not receive extra jail time for escaping if they were recaptured.

"Maybe we should change the law," he told reporters. "If they damaged property during their escape they will be separately tried for that. If anyone assisted them they would also get prison time."

Prison escapes are reasonably common at Kerobokan, which is notoriously overcrowded with just 10 guards to keep an eye on 1300 prisoners.

Police expressed surprise that the men could hold their breath that long in the tunnel - which was filled with filthy water - and had initially feared the men were still trapped inside.

The vice-director of Special Criminal Investigation, Ruddi Setiawan, said police had been sent to rec-check the tunnel.

"We checked it yesterday and again today as a possible escape route," he said.

"We are still looking for the escapees."

He told family members to urge the four men to surrender to police if they knew their whereabouts.

One of the men who escaped with Davidson was Bulgarian Dimitar Nikolov Iliev, who is serving a seven year jail term for using an ATM skimming device in Kuta.

This crime involves replacing ATM keyboards with one equipped with a camera to record customers entering their PINs while making transactions.

News site Tempo reported in 2015 that Iliev had withdrawn cash up to 5500 times from 509 ATMs in Bali.

The other escapees were Malaysian Tee Kok King, who was arrested last year in a Bali hotel last year with 25 grams of shabu (methamphetamine) inside a coffee sachet, and Indian Sayed Mohammed Said, who was jailed for 14 years for trying to smuggle 1.5 kilograms of crystal meth into Bali.