When sand wraith is under the effects of puppet's first spell, he can port to his illusions using R. When the target illusion is close to sand wraith (eg. the one on puppet), you can port but you are still under the effects of hold.
It seems to me that the teleport style ultimate should at least disjoint you, since that's what it will probably do if you use it outside of the hold's range.
Bug or intended?
There's no "I" in team. There's a "me" though, if you jumble it up.