As Shura moves her cloak over her head, Strange finished unfolding the scarf. "Like I said," he responds, as he starts to wrap the scarf around his neck. "I'm more prepared."

And poof, when he completes the link, he vanishes from sight, sound, smell, magical sensing, etc. The problem is, it vanishes him and not his animas. Bell the hare sniffs a little indignantly, looking around at nothing, before hopping over to Shura and staying near her side.

It's pretty obvious that the hare's going to hang out with Shura until Strange reappears or she spots him being hurt.