Cicada Killer Behavior
Yes, it's a male.

http://bugmugs.org/wordpress/wp-content/uploads/2012/08/cicada_killer_pair_00052.jpg

Source: http://bugmugs.org/2012/08/cicada-killer-pair/

Update:

Wasps are in general very territorial. Even a paper bag can scare them as they take it as enemy hive. More on this: Do fake wasp nests actually fool wasps?


  Where does this guy go at night?


Wasps are known to be lazy(less active) at night. Probably they go to the nearby mud nest.


  If he's around, I should be able to find some female burrows in the area as well, right?


yes, there are chances of finding a female burrow near by, as they rarely fly away farther than the nest. Otherwise, there main food(cicada) is very heavy for them to carry to the nest.

follow this if you want to find it's borrow: http://www.wikihow.com/Get-Rid-of-Ground-Digger-Wasps-(Cicada-Killers)-from-Your-Lawn