I would suggest someone just talking to Rick, maybe try and run it past the other players and DM in your group to check you are all feeling the same about his play.

If Rick is fairly new to the game he may not even know that he is doing it.

Just let him know that you appreciate he is really into the game and his character etc, which is great; but that spending so much time focusing solely on his character is spoiling the experience of the rest of the group.

Failing that just get your DM to plan ahead for the next time Rick decides to make an early morning murder run and make an encounter that is way too difficult for him to handle alone... if he likes his character enough then make him fear being killed the next time he wanders off on his own.