Azure Sky Sect had gotten a divination treasure after the loss of truth seeker. It was from the upper world, and it could be used to find anyone's location in the world, as long as something belonging to that person existed with them.
Huan Caiyi and Zhi Hui were clever enough to destroy their life talismans before they left, without even knowing about this treasure.
Those talismans weren't kept in a well-protected area, and elders were allowed to visit there to check the status of their disciples, so they were able to destroy them, while also taking away any personal belongings that might be connected to them.
Although, even if there were any personal items of theirs, it wouldn't have mattered, as it required an item that hadn't been separated from the owner for more than a year.
But there was one thing they could use to pinpoint their location — blood of relatives. Ming Yue still had her parents living in the central region, and all they had to do was ask for some blood, nicely.