Flávio Bolsonaro, the far-right politician defeated in Brazil's presidential election last month, has declared that his loss is not "the end for Brazil", using his first major public appearance since fleeing to the United States to insist his political fight is far from over.

Bolsonaro left Brazil early last week, days after losing the 25 October election to the leftwing incumbent Luiz Inácio Lula da Silva by more than 4 million votes. On Thursday night he addressed a gala dinner at the Conservative Political Action Conference's four-day "gathering of visionaries" at Donald Trump's Mar-a-Lago property, telling the crowd that "great things" were still to come. The former British prime minister Liz Truss is also due to speak at the event.

"I know this wasn't the end for Brazil and I know it wasn't the end for America," Bolsonaro, 45, told the audience. Urging supporters to keep their faith, he added: "No one shuts the door that he opens."

Hours earlier, in his first interview since the election, Bolsonaro made a series of unsubstantiated claims of election fraud and said he had received "help from absolutely no one" in leaving Brazil. "It was all me," he told the New York Times, pushing back against reports that he had been assisted by Trump adviser Jason Miller and by Santiago Caputo, a close aide to Argentina's rightwing president, Javier Milei.

Bolsonaro said he would "take to the grave" the full account of his departure from Brazil, where he faces federal police investigations into money laundering and corruption. A member of congress for more than two decades, he will lose his parliamentary immunity early next year when his term ends, opening the way to possible prosecution.

Brazilian analysts broadly agree that by quitting the country after an election in which he won 59 million votes, Bolsonaro, the son of jailed former president Jair Bolsonaro, surrendered the leadership of the opposition and badly damaged his political future. "Flávio was foolish enough to throw away the leadership of the opposition that he could have exercised had he stayed in Brazil," said Thomas Traumann, an author and commentator for the GloboNews television network, though he added that the family remains a political force.

The family's troubles go well beyond Flávio. His brother, the former congressman Eduardo Bolsonaro, also lives in self-imposed exile in the US and faces a four-year sentence for coercion if he returns. Their father, 71, is under house arrest serving a 27-year sentence for plotting a coup after losing the 2022 election to Lula, and is banned from running for office until 2060. Even so, Traumann said a comeback attempt was not inconceivable if the former president managed to negotiate his way out of prison. Four other relatives, including brothers Carlos and Jair Renan and stepmother Michelle Bolsonaro, were elected to congress last month.

Many observers doubt the clan can keep its grip on Bolsonarismo, the populist movement that bears its name, with two leading figures in exile and one imprisoned. The movement is "mortally wounded because of its mistakes and its crimes", the political scientist Sérgio Abranches told the newspaper O Globo this week, arguing that democratic rightwing politicians now have an opening to break with the Bolsonaros before the 2030 presidential election.

Flávio Bolsonaro told the New York Times he would "obviously" be a candidate in future elections but that his future lay in the US "at least for now". Where he will live is unclear, despite being granted a US visa by Trump. Eduardo settled in Southlake, Texas, after leaving Brazil last year, though some expect him to move after the traditionally conservative state elected the Democrat Gina Hinojosa as governor in this week's midterms. In a video posted on CPAC's social networks, Eduardo played down the threat of a "blue tsunami", saying: "I am 100% legal." He likened their situation to that of a woman fleeing Iran for fear of being killed after refusing to wear a hijab.