Flávio Bolsonaro, the far-right politician who lost Brazil’s presidential election last month, has insisted his defeat is not “the end for Brazil” as he battles to maintain political relevance after fleeing to the US.

Bolsonaro absconded early last week shortly after losing the 25 October election to the leftwing incumbent Luiz Inácio Lula da Silva by more than 4m votes.

On Thursday night Bolsonaro made his first major public appearance since arriving in the US, speaking at a rightwing gathering at Donald Trump’s Mar-a-Lago property where he claimed “great things” were still to come.

“I know this wasn’t the end for Brazil and I know it wasn’t the end for America,” Bolsonaro, 45, told a gala dinner at the Conservative Political Action Conference (CPAC)’s four-day “gathering of visionaries” event, where the former British prime minister Liz Truss is also due to speak.

“Even when what seems like the end isn’t what we’d hoped for, we must thank God and have even more faith that this isn’t yet the end,” he added. “No one shuts the door that he opens – and the door he shuts, no one opens.”

Earlier, in his first post-election interview, Bolsonaro made a series of unsubstantiated claims about election fraud and insisted he received “help from absolutely no one” to flee.

“It was all me,” Bolsonaro told the New York Times, contradicting reports that he was helped 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 Brazil, where he faces federal police investigations for money laundering and corruption. Bolsonaro is a member of congress who has held elected office for more than 20 years but he will lose parliamentary immunity early next year when his term ends, meaning he could then be prosecuted.

Brazilian analysts agree that by skipping the country after an election in which he received 59m votes, Bolsonaro, the son of jailed former president Jair Bolsonaro, abdicated leadership of the opposition and sabotaged his political future.

Thomas Traumann, an author and pundit for the TV network GloboNews, said: “Flávio was foolish enough to throw away the leadership of the opposition that he could have exercised had he stayed in Brazil. But the [Bolsonaro] family is still a player.”

Flávio Bolsonaro’s brother, the former congressman Eduardo Bolsonaro, also 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 members of the Bolsonaro family were elected to congress in last month’s election, including their brothers Carlos and Jair Renan and stepmother, Michelle Bolsonaro.

Traumann believed it was not inconceivable that Jair Bolsonaro would attempt a political comeback if he managed to negotiate his way out of his 27-year prison sentence for plotting a coup after losing the 2022 election to Lula. However, as things stand, the 71-year-old is banned from running for office until 2060 and must live under house arrest.

Many doubt the Bolsonaro family can continue to control Bolsonarismo, the populist political movement that takes their name, with two key members in exile and one imprisoned.

“[The movement] is mortally wounded because of its mistakes and its crimes,” the political scientist Sérgio Abranches told the newspaper O Globo this week.

Abranches said democratic rightwing politicians now had a chance to “detach” themselves from the Bolsonaros’ anti-democratic movement and break off in a new direction before the next presidential election in 2030.

Flávio Bolsonaro told the New York Times he would “obviously” be a candidate in future elections but said his future lay in the US “at least for now”.

It is unclear where Flávio Bolsonaro, who has been granted a US visa by Trump, will live. His brother Eduardo set up home in Southlake, Texas, after leaving Brazil last year – although some expect him to move after the traditionally conservative state elected the Democrat Gina Hinojosa as governor in this week’s midterms.

In a video posted on CPAC’s social networks before Thursday’s event, Eduardo Bolsonaro played down the risk posed by the “blue tsunami” to their ability to stay in the US. “They [Democrats] will try [to make trouble for us] – but it’s not up to Congress … to revoke visas or citizenships,” he said.

Likening their plight to that of a female asylum seeker fleeing Iran for fear of being killed after refusing to wear a hijab, he added: “I am 100% legal – as is my brother and his family.”