This is a known bug with Ultimate Spellbook. Ekko's ultimate has a serious bug, which is really unfortunate because it's such a good ultimate.
This bug was reported a couple of times on the Patch 11.24 Bug Megathread on Reddit, a thread that many Riot employees watch closely, so we can hope the bug will be fixed soon.
In the meantime, I (and others) have determined that the bug occurs for non-Yuumi champions when the Ekko ultimate comes off cooldown while dead. When you revive, you won't create the Ekko ghost behind you, and when you use Ekko's ult, you'll enter stasis for a short period of time, but you will deal no AoE damage or teleport anywhere. For Yuumi, this is even more broken, as the ghost disappears whenever you attach to an allied champion (as you noted).
There's no real way to work around this when playing Yuumi as her entire kit revolves around being attached to champions with her W. You can work around this bug when playing as any other champion, though, by immediately using Ekko's ult as you respawn if the ghost wasn't created for you. If Ekko's ult comes off cooldown while you're alive, it should function correctly.
Other than that workaround, there's nothing we can do to help you but advise you to not pick Ekko's ultimate when playing Yuumi and wait for the bug to be fixed.