You can still do it the old way by disabling "Surprise Sex" in the menu, walking up to one and interacting with it, and feeding it milk/semen until the "Catch" option becomes available at the bottom with no collar needed. You may need to press the "Seduce" button? I'm not sure, it didn't seem to do anything.
I just played and found bats in the little cave and the Seraphim have a new spot (I think it is new?) down at the esoteric plains at the beach, the bovaurs are on the way there.
The floating statue wasn't there when I last played, so nothing was spawning down there. I suppose I didn't search the entire map this build, so I could've missed the new seraphim spot.
You dont need them anymore, the game got a lot simpler, go to settings before starting a new game, and make sure "surprise sex" is check marked... than just go to where you would catch your regular nephs, they will be roaming around freely now, either go near them and interact, or wait for them to "rape" you and beat them in the sex battle by hitting "space bar" so they cum first, and thats how you catch them.
I can confirm that there are indeed two new Nephylyms roaming around... the little bats which count as Harpy but are even smaller, are near the dragons, on the way up the mountain to Titans there is a hole to fall down, down there the little bats spawn.
