Here are the flight track logs for BB207. This is the last 6 minutes of the data. I added a turn direction, heading change and rate of turn. Keep in mind that a standard rate turn is 3 degrees per second.
The aircraft looks to be in a steady state and in control as it exits the box and head to the SW. More than likely they were heading to an outlying field nearby. Unfortunately there is a data skip in the last minutes of the flight but in that 64 second interval the aircraft the aircraft appears to be in stable flight in a slight left turn to the south. I don't see any GLOC type data prior to that as it looks like a planned let down.
BB207 data from Flightaware
19 seconds after the slight left turn and an increase in the rate of descent the aircraft is over the town of Foley.at 2250' descending at 4579 ft per minute and the data ends after that. It would appear that the LOC happened between
3000-4000 feet and resulted in a loss of forward velocity (could be a spin as there isn't enough data). The data is pretty small at the end but the data prior to 05:21:26 shows an aircraft under control.
The LOC at a low altitude from the steady rate of descent and seemingly in control aircraft would explain the lack of Mayday or any distress call. It also would explain the lack of a bailout to a degree as the time from LOC to impact was very short. To me it looks like they took a bird impact or the aircraft had a major structural or control issue. This was not a crew that rode an aircraft in from 8000' as it first looked it is a low altitude LOC with a very short window to eject.