I know someone who got a steal of a deal of a lease on a nice 3’6 hunter. He was massive (17.2, probably) and he knew it, and super smart. Turns out every few weeks he’d just bolt off into the blue while being led - with the trainer, with the groom, once while the vet’s assistant was lunging him. He never left the property but he was tough to catch and seemed to be pretty proud of himself. It was a huge hassle and frankly pretty dangerous.
If your horse is randomly bolting off I’d lead him with a shank over the nose plus a longe line clipped under his chin, holding the shank firmly under his chin and the longe & end of the shank tightly in your other hand. Lead him with purpose, keep your attention ALWAYS on him, make sure his attention is always on you. Don’t assume he’s “being quiet,” assume he’s always an instant from bolting and conduct your interactions with him accordingly.
I’ve known plenty of horses who are difficult on the ground when they sense they can get away with it - ie with an inexperienced or distracted handler - but if you go into your interactions with every Pony Club safety measure in place, and lead them assertively and with confidence and focus, they realize you are not the person to try shenanigans with. I had a friend say to me once about her tricky horse: “If you expect him to be naughty and are prepared, he’ll be good. If you expect him to be good and let your guard down, he’ll be naughty.”
It also might be worth contacting whoever you got him from to ask about this. If they say “oh yeah, he does that, we always brought him in and out with a person on either side of him,” that’s useful info. And if he NEVER did this before… also useful info.