Like this, when those so-called Immortal Hunters came, they'd find lingering remnants of a teleportation that took them to a world he was nowhere near.
In addition, they'd then realize that Dyon had the ability to teleport to world's himself, thus making it less likely that they would come to find him on the void battlefield.
The only flaw in this plan was that these hunters most definitely didn't share information amongst themselves, after all, they were rivals fighting after his bounty. As a result, the impact of this misdirection would be a bit lacking. However, Dyon had considered this as well…
Who would this scheme be most likely to affect? Wouldn't it be those hunters with the highest level of skill that managed to both arrive at his location before most others and managed to complete the incredibly difficult task of 'tracking' him?