Where exactly do my blood echoes go when I die?

I've died kind of a lot and I'm finding that relocating my lost blood echoes has been a bit unpredictable. Sometimes, they're laying on the ground where I died. Other times, I get them back after killing the enemy that killed me. Yet other times, I seem to get them back after killing a random enemy that wasn't anywhere near where I died.

How, exactly, does blood echo recovery work?

Enemies can now contain your blood echoes, so to get them back you need to kill that enemy.

I have just started the game myself and haven't noticed this yet, but after researching it appears this is actually a new mechanic in the game. It looks like the enemy has to be near where you died, and can be seen to have glowing eyes (see Reddit).

One poster says:

Yeah it actually says this in the manual. Something like 'your blood echoes will be on the ground unless an enemy gets to them first... which will make them have glowing blue eyes... kill them to regain your lost blood echoes'.