The original example should be "never came back" not "never come back". As this is a difference of only one letter, and would not be noticed by a spell checker (since "come" is a word, just not a correct one here), I suspect a simple typo/editing error.
He went to {place} and never came back.
is a very common phrase. It means that he did not return from the place mentioned, and often it means or implies that he died there, or is still living there. Such a sentence suggests that a significant time has passed, although that will depend on the context.
She went to the movies and never came back.
might well be said of a missing person after days, but probably not hours.
He went to Africa and never came back.
is more likely to be said after months or years, unless there is definite knowledge of the person's death.
He went to Africa and has never come back.
conveys the same meaning, but is a significantly less commonly used way to express it. One uses "has never" not "had never" here because the speaker's point of view is the present, from which the speaker is looking back, and the statement is still true as of the present moment. One might say:
He went to Africa and had never come back until last Thursday morning.
The other suggested example:
He has never been to London.
is perfectly correct and natural, indeed a very common way to put this.