My guess is that he flew the VOR 36 approach,

THAT explains a LOT more! I didn't know he was headed east when you
heard him. Definitely sounds like he missed on 36, and from a guy who flew
that approach at night in pounding rain between thunderstorms, he's lucky.
The final approach path comes in from the 019 radial of IOW, almost 20
degrees off the runway heading. Those med intensity lights blend right into
the surroundings on that approach because you can't pick out any distinct
lines and the lack of a PAPI/VASI or REILs on 36 doesn't give you any help
squaring you up. We flew the final approach for what seemed like forever
down at the minimum altitude, the only thing we would make out was the
beacon. Finally we saw the runway illuminated by the landing light, broke
right then back left and put her down. At dusk, in blinding snow, and with
everything else being white around him, it's no wonder he didn't see it.

An extended approach following the 019 radial of IOW may have shot him out
near the end of 25 and behind your airport building, but by that time he
should have gone missed. Sounds like he caught a glimpse and circled but it
also sounds like he was below mins to do that. Lucky guy.

Jim