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WRONG!
Pokés comes back if you have taught them a HM, that block is to prevent you from getting stuck somewhere you need a HM to get from, but you've just released your only Poké with the HM...
So just delete that HM and you can release it ;)
That's the effect of when a Status-classed move misses.
Were you battling in Mist/Had you used Double Team? Otherwise it would have a 1% chance of missing; It's not impossible though, i've managed to miss an Ultima Masher with a 99% hit rate in Final Fantasy Tactics A2, but i haven't done that...
It moves almost completely at random(and every time you re-zone), so the only way of catching it is by sheer luck.
Just stand somewhere and keep re-zoning, after a while you will learn the way it moves and you will if you just try long enough get on the same route.
I usually stand in Jubilife...
If you don't have the Lucky egg, you can use the Exp. Share on a Poké you actually use to make that Poké gain 150% Exp...
Lucky egg is better however and give you 200%