After leaving his physical body, what is Sai Baba's current state, and how does he continue to interact with the world?

The scripture explains that Sai Baba has transcended the material state and merged into the unmanifest. As described in Chapter 43, he has become one with Brahman and, in his true form, now 'fills the moving and non-moving world.' He is described as being firmly imprinted in the hearts of devotees. Even in this unmanifest state, he enjoys the state of his true self and 'always keeps the devotees awake.' His actions, such as wandering in an invisible form, are considered the spontaneous play of Yoga, undertaken for the sake of the devotees' salvation, proving his continued, powerful, and active presence.