I'm no expert, so this is purely just an educated guess. I would imagine Rex is simply a little confused, one day he has a litter box in your room, and so he has an association with the two in his mind. The next day it's gone, but (maybe) the scent of the litter box is still there, along with the association (that room = litter box room) but it's not there when needed.
The first thing I'd try, is replace the litter box back in the room. I'd also get another cheap one, to put where you want to designate his eventual, final litter box location. Then work on training him to use the final destination box as much as you can, with the original box in the original room, just in case, for accidents. This way you can wean his association from one room to another gradually.
I'd also stick to the litter he 'knows' until he's successfully used to the new location of his litter box.
I'm hoping it's something this simple, and not that Rex has some kind of infection, maybe a vets advice would be worth it, but be sure to include the info that you changed the litter box location, and litter used, as their advice may be more relevant the more details they have to work with.
Good luck on getting Rex back to normal.
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