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If Voldemort knew Harry and Dumbledore were searching for all the Horcruxes and then destroying them, or if he knew somehow when a Horcrux got destroyed, why then didn't he just collect all of the remaining ones and guard them?
I remember somewhere it mentioned if Voldemort could feel the Horcruxes being destroyed or not, and I think he could.
It seems like leaving them to be found by others just brought on his own death.
He only figured it out when Harry, Hermione, and Ron broke into Gringott's Bank. He then traveled to the location of the ring, and then the locket to see if they had been taken. By that time Harry and the others had fortified themselves in Hogwarts, in their quest to find the other suspected Horcrux (the diadem).
While it is apparent in the movies that Voldemort can feel the destruction of the Horcruxes, in the books he reflects to himself that he thought he should be able to feel them being destroyed, but didn't.
From the Deathly Hallows, just after the bank incursion:
But surely if the boy had destroyed any of his Horcruxes, he, Lord Voldemort, would have known, would have felt it?...
True, he had not felt it when the diary had been destroyed, but he had thought that was because he had no body to feel, being less than ghost... No, surely, the rest were safe.... The other Horcruxes must be intact.
I don't know if this is covered canonically, but I'm sure it's really a simple matter of "not keeping all of your eggs in one basket". It's much more difficult for all of the horcruxes to be compromised if they're scattered across multiple secret locations, than if their security is consolidated into one single point of failure.
Even if all the horcruxes were found and destroyed, Voldemort's enemies would still have to come after him directly in order to bring about his ultimate defeat. The converse is also true - if he were defeated prior to their destruction, the horcruxes would still have to be tracked down in order to ensure he could not rise again.
Also, I believe it is presumed that the horcruxes are not irreplaceable. So, perhaps the question should really be about why Voldemort didn't go about creating new horcruxes when he felt the others being destroyed?
In any case, if he were to collect all of the horcruxes and guard them himself, (And who else could one really trust with guardianship of such things?) that would essentially defeat their entire purpose. They would likely be found and destroyed shortly before or after his own defeat if that were to happen.
Until he learned that the cup was stolen, the Dark Lord thought his Horcruxes were completely safe, so until then he’d have no reason to choose to change how they were protected.
“Alone amongst the dead, he stormed up and down, and they passed before him in vision: his treasures, his safeguards, his anchors to immortality – the diary was destroyed and the cup was stolen; what if, what if, the boy knew about the others? Could he know, had he already acted, had he traced more of them? Was Dumbledore at the root of this? Dumbledore, who had always suspected him, Dumbledore, dead on his orders, Dumbledore, whose wand was his now, yet who reached out from the ignominy of death through the boy, the boy –”
- Harry Potter and the Deathly Hallows, Chapter 27 (The Final Hiding Place)
Once he began to suspect that his Horcruxes were possibly in danger, the Dark Lord immediately chose to go check on each of their locations and secure them better with more protection.
“But to be sure, to be utterly sure, he must return to each of his hiding places, he must redouble protection around each of his Horcruxes … a job, like the quest for the Elder Wand, that he must undertake alone …”
- Harry Potter and the Deathly Hallows, Chapter 27 (The Final Hiding Place)
However, by that time Harry had destroyed all but the diadem and Nagini, and by the time he got to Hogwarts, the diadem was destroyed as well, so he didn’t have anything to actually protect further. He planned on securing them further, but he didn’t seem to intend on gathering them all together. Doing that would be illogical since they’d then become easier to find if they were all with him. Having them in separate hiding places makes sure no one finds all at once.
It would be stupid of Voldemort to make new Horcruxes when the others were destroyed; Everytime he made a Horcrux his soul was being splitted right over. That Means that the first Horcrux he made (the diary) contained the half of his soul. In the end he had not much soul back in his body, which wasn't good for his health. In one of the books (I believe it is Half-blood Prince) Dumbledore tells Harry that a Whole soul is stronger than a splitted one; that means that Voldemorts soul was turning weaker every time he made another Horcrux, because everytime he did, he lost the half of his body living soul. My point is that if Voldemort had started to make new Horcruxes, it would have ripped his soul completaly apart. Voldemort also describes in Goblet of Fire that when he was in Albania, he was weaker than the weakest ghost. Clearly his soul was already so weak at that time, that he couldn't possible manage to make another Horcrux. When he accidentally made Harry Potter a Horcrux (happened before the first book, described in the last book) his soul was once again ripped apart and Harry became the sixth Horcrux at that time (remember Voldemort hadn't made Nagina a Horcrux yet).
Iszi's answer is the most logically correct one. If he had gathered all of the horcrux(es) and attempted to guard them, they would have been much easier to destroy. The books tell us that if he HAD done that, he'd be ruling the HP world right now, because of the way the events played out. But he didn't.
He could make horcrux forever, mathematically. Unless we get into the differences between a soul and a piece of paper, assuming that Thomas's answer is correct, each new horcrux split the soul in half. Canonically, as long as part of his soul was stored in a horcrux, he couldn't be permanently killed.
Numbers are infinite. If the first horcrux divided his soul in half, the next would have divided his remaining soul by half and so on. There's no end, despite how much little soul he has left. Numerically, he could have created an infinite number of horcrux and lived forever.
So either "split the soul" doesn't mean halved or there was another reason he didn't make more.
Splitting his soul also affected his appearance significantly as he became less human. After his first horcrux, he was pale, but still very handsome as Dumbledore said. But from the physical changes, he couldn't keep splitting his soul forever. He will become less human until he is no longer human.
Gathering all his horcruxes and guarding them would not be wise. Once he is killed, the killer can just proceed to destroying all the horcruxes at once!
Voldemort has no idea that Harry knows about horcruxes and he has hidden it at the safest place he could think of.
