Diego was kidnapped by the criminal named Pulpo, because Antonio was the one who got him arrested. Pulpo was in prison but his men took Diego from their home. He was saved but it deeply upset Antonio. After this and Antonio getting shot, Laura had enough and told Antonio to quit. After he didn't, she left him.
Diego came to visit Antonio for his birthday but they had a falling out, because Antonio was too harsh on Diego over something he wanted to buy and Antonio wouldn't let him.
Since the divorce, Diego's sister, Eva, was seen shortly afterwards when she ran away from home to come and see him, and then when she moved in with Antonio in season 5, but Diego was not seen after season 3.