If your Sticky Bomb is stuck on Seris and she uses Shadow Travel, the Sticky Bomb stuck on her will still be visible. You can track her down that way, but you won't be able to attack, unless you decide to detonate your "tracking device".
When you see him use Billow, wait a little while before transporting away because he cannot cancel the ability and transporting away too early gives him time to close the gap on you.