She never returned.

No matter how much she assured him that she would be fine, no matter how powerful she claimed her powers and her spirit animal were, she did not return. All that they ever found was a dead body, killed by the monsters nobody knew existed. Nobody but him knew the truth, and as such, he was the only one who knew that there were monsters that existed which could strike any time, any where, suddenly, viciously, monstrously, without warning. 

There it was again. He was remembering that night. 

Araragi Kai sat in a cafe, watching the cars go by past him as he had a book in his lap. Sipping a cup of coffee, he stared outside the windows as the noise of traffic and vehicles permeated the peace and tranquility of the cafe. Fear and paranoia gripped him yet again as the images of his late sister flashed through his mind as well as the images of the monsters she had died fighting against. His hand began to tremble, sweat began to trickle down his neck and his heart began racing as he was reminded yet again that at any moment something could attack and he could die in a flash. 

Opening the Araragi Anthology of Haiku with his hands and taking out a pen, he began composing. 

[i]On a windy day
A man lives to his fullest
Hanging by a thread[/i]

Unbeknownst to him, his fear and paranoia was seeping through his words. Gathering strength with every letter, the energy broke free of the book and began forming into a Kemono of fear and paranoia, unseen by its creator. The Kemono then went off, leaving Kai completely unaware of what he had done. 

Setting down his book, he took another sip of coffee.