Did he finally leave Japan or not?

He stayed in Japan. Lord Toranaga needed him because he was the wild card that had helped him on his way to power. There was no way he would let such a unique warrior like Blackthorn get away like he wanted.

i read the book when it came out ... it was great.
cannot remember it any more though.
thought the movie looked hokey and silly.

Father Alvito told Blackthorne, as God is my witness, I believe you will never leave these islands...

It is revealed that it is Toranaga who burned the Erasmus, to keep Blackthorne from leaving.

From Wikipedia: "Although Blackthorne's later life is never covered in any real detail in Clavell's later Asian Saga novels, Gai-Jin (which features Malcolm Struan the Tai-Pan heir to the Noble House of Struan's) mentions that Blackthorne later built ships for Shogun Toranaga, and had families in Nagasaki and Izu. One of Blackthorne's Nagasaki descendants, Shin Komoda, is mentioned as having been a samurai who died in a brawl shortly before the events in Gai-Jin take place (during the early 1869s). Komoda and his wife Gekko had one son, who was sent to live with his grandparents shortly after Komoda's death."

No. He stayed in Japan for the rest of his life, and lost Mariko. The end.

The real-life historical character on which Blackthorne was based (William Adams) lived in Japan for twenty years and died there. He never returned to Europe, although he did travel to other Asian countries.