Do you see that?
Whenever there's an enemy champion near the terrain Kayn's in, this orb will show up. But it's not clear where it will: I have recorded one such situation in my own game:
To cut short Riven's pursuit, I had walked into nearby terrain. The orb appeared, this time right beside her, even though I had run a long way yonder.
Does anyone have an answer to how it works?