Well I have a theory that would explain all of this:
These creatures are all Elite Ninjas.
That is the only realistic explanation for them never been caught and remains never being found because you cannot ever see or find a ninja unless he/she/it wants to be seen or found. They let us see them every once in a while just to keep us on our toes but when we go and try to find one(like those monsterquest teams), they will never be found because they have Ninja abilities far beyond any of the people searching. They are just toying around with them.
Where do they live you ask?
Just like the Mice in "Hitchhiker's Guide to the Galaxy", they creatures are really trans-dimensional beings with intelligence far beyond this. They have created a realm all to themselves that we cannot enter. However, this is a temporary realm and it is unstable so they keep sending emissaries or scouts into our world to scout out the Terrain to prepare for their upcoming invasion to take over our world.
Whats worse, I think the president and high government officials know about it and are collaborating with them in return for safety once this inevitable invasion happens.
So what are we going to do? How will be ever fend off an army of government-supported trans-dimensional-elite-ninja Bigfoots and Loch Ness Monsters? Are we all doomed?
Origin: dark-shadowy-line.blogspot.com
