John Massey is understood to have hid in the prison's gym yesterday until he could sneak on to the roof and escape over the wall without being stopped.
It is thought his makeshift rope was made from bedsheets.
Pentonville was described by prison inspectors as one of Britain's most challenging jails to run last year, but the inspection also found "no obvious problems with physical security".
More top news
A weather warning is also in place for Scotland, which could see "treacherous" and blizzard-like conditions on Thursday.
The lorry lost several butane gas canisters as the driver rammed into cars in a dangerous escape attempt that was ended by police gunfire.
The Gambling Commission said: "Integrity in sport is not a joke and we have opened an investigation to establish exactly what happened."