A gala dinner at Mar-a-Lago

Flávio Bolsonaro chose Donald Trump's Florida resort for his return to public life, appearing on Thursday night at a rightwing gathering at Mar-a-Lago in what was his first major public appearance since arriving in the US.

He spoke at a gala dinner at the Conservative Political Action Conference's four-day "gathering of visionaries" event, where the former British prime minister Liz Truss is also due to speak.

What he said about the defeat

Bolsonaro, 45, who lost the 25 October election to Luiz Inácio Lula da Silva by more than 4 million votes, struck a defiant tone before the dinner audience.

He added: "No one shuts the door that he opens – and the door he shuts, no one opens."

Bolsonaro, who has insisted his defeat is not "the end for Brazil", said he would "obviously" be a candidate in future elections but that his future lay in the US "at least for now".

His account of the flight from Brazil

In his first post-election interview, Bolsonaro made unsubstantiated fraud claims and insisted he received "help from absolutely no one" to flee Brazil. He told the New York Times "It was all me", contradicting reports that he was aided by the Trump adviser Jason Miller and Santiago Caputo, a close aide to Argentina's rightwing president, Javier Milei.

He said he would "take to the grave" the full story of how he fled the country, where he faces federal police investigations for money laundering and corruption.

He has held elected office for more than 20 years and will lose parliamentary immunity early next year when his term ends, meaning he could then be prosecuted.

The family's position after the vote

Bolsonaro is the son of jailed former president Jair Bolsonaro, and the family's footprint in Brazilian politics remains broad even after his defeat and departure.

• •His brother Eduardo, a former congressman, lives in self-imposed exile in the US and will have to serve a four-year sentence for coercion if he returns to Brazil.

• •Four other family members were elected to congress in last month's election, including their brothers Carlos and Jair Renan and stepmother, Michelle.

• •In a CPAC video, Eduardo said Democrats "will try" to make trouble for the family but Congress cannot revoke visas or citizenships, adding "I am 100% legal – as is my brother and his family."

• •Eduardo lives in Southlake, Texas, though some expect him to relocate after the traditionally conservative state elected the Democratic party's Gina Hinojosa as governor in this week's midterms.

Bolsonaro received 59 million votes in the election, and analysts say that by leaving he abdicated leadership of the opposition and sabotaged his political future.

The TV GloboNews pundit Thomas Traumann said Flávio was "foolish enough to throw away the leadership of the opposition" he could have exercised had he stayed in Brazil, but argued the family remains a player. Traumann added that a comeback by Jair Bolsonaro was not inconceivable if he escaped his 27-year coup-plotting sentence; the 71-year-old is banned from running for office until 2060 and must live under house arrest.

The political scientist Sérgio Abranches told the newspaper O Globo that the movement "is mortally wounded because of its mistakes and its crimes", though he said democratic rightwingers could break off in a new direction before the next presidential election in 2030.

For now, Bolsonaro says his future lies in the US "at least for now" and that he would "obviously" stand in future elections. His term ends early next year, when he loses parliamentary immunity and could face prosecution in Brazil.