Efforts to destroy himself were proving completely unsuccessful, which was making Cole all the more insane. Instead of being focused on Phoebe and Anders, he was obsessed with ending his own life. That way he could never hurt them again -- or anyone else.
He'd left Milieux for a time, taking on other demons and other powerful creatures, but whatever damage they inflicted on him regenerated soon afterwards. Frustrated, he returned to Milieux. He knew the Winchesters knew how to kill demons. Well, so did the Charmed Ones, but it wasn't like he could look it up in the Book of Shadows. So he shimmered into Dean's attic and began rooting through his belongings, trying to find a book or charm or something that could vanquish him.
[For
snarky_witch, but other residents of the house can check on the commotion -- just hop into chat and coordinate with us, please!]