# After Herod had searched for him and could not find him
"After Herod searched for Peter and could not find him"
# After Herod had searched for him
Possible meanings are that 1) "Herod" here is a metonym for his soldiers, that is, when Herod heard Peter was missing, he sent other soldiers to search the prison, or 2) when Herod heard Peter was missing, he went himself to search the prison.
# he questioned the guards and ordered them to be put to death
It was the normal punishment for the Roman government to kill the guards if their prisoner escaped.
# Then Herod went down
The phrase "went down" is used here because Caesarea is lower in elevation than Judea.