What to do after initial phone interview?

About 2 months ago, I got a call out of the blue from a recruiter. He gave me his pitch for the job and it sounded good so I said I was interested. Sent the recruiter my resume and got set up with a phone interview with the CFO. Phone interview went great and the feedback I received from the recruiter was positive and that I would most likely be asked to come in for a face-to-face.

I've emailed the recruiter about once a week to stay in touch and see what the progress was. He said they were in a holding pattern due to the holidays and year-end and he would let me know something after the new year, which is totally reasonable.

Well the new year has come and gone and I've gotten no communication from the recruiter. I've called the recruiter a couple times and left a voicemail and I've gotten zero response.

How would you handle this?

I'm sure at this point, the position has been filled and that's 100% fine but I want to personally call the CFO and ask him what the status is and also tell him that I normally would go through the recruiter but he has been MIA. Someone convince me that this is a bad idea.