Use 2 fade behaviors for the same enemy. Fade1 fades in however long you want and "0" fade out (tell it to not destroy on fade out); Fade2 will have "0" fade in and however long you want it to fade out (tell it also to not destroy on fade out so that the same enemy is still moving around when it's invisible). Also make an empty sprite (no image, just a blank box) and link it to the enemy (look this up in a tutorial; the box will move with the sprite); make it as big as you want for however much space you want there to be between the player and the enemy when it appears.
For events, when the enemy is "On collision with" the blank sprite, "Start Fade1"; when the enemy is not "On Collision with" (inverted) the blank sprite, "Start Fade2".
If you are spawning enemies when they get in proximity with the player (which is probably what you should do to keep the game running smooth), then make sure you tell Fade2 to destroy on fade out (ignoring what I said above).