Smoke, confusion and a missing ambassador in Libya attack
The officials said the attack began at roughly 10 p.m. local time on Tuesday, with U.S. Ambassador Christopher Stevens, information technology specialist Sean Smith and one security officer trapped under fire in the burning consulate building.
"They became separated from each other due to the heavy dark smoke while they were trying to evacuate the burning building," one senior official said, who spoke on condition of anonymity and stressed that it was a preliminary version of events.
The security officer made it outside, and returned with help to search for the missing U.S. diplomatic personnel.
...
"At some point in all of this, and frankly we do not know when, we believe that Ambassador Stevens got out of the building and was taken to a hospital in Benghazi. We do not have any information on what his condition was at that time," the first official said.
http://www.reuters.com/article/2012/09/12/us-usa-libya-scene-idUSBRE88B1K620120912
So it sounds like the pictures of locals supporting or carrying the ambassador were them taking him to the hospital.