I was chasing one on foot up near where the Thistlefists are, and barely managed to keep her in sight. When we got to a certain point on the Serpent's Path, she turned around and started back toward me -- so if you can tail a Spy long enough, and no one picks her off, you can get her because she'll come to you.
The Serpent's Path spies also came at me while I was dealing with the Corrupted Arkana Clones -- just like everyone else's, their footsteps are audible. And once the spies came in pairs, but the other one ran away while I was fighting her partner. This is weird, since I hear they usually team up.
They often come in pairs, one shortly after the other. But aggroing one does not automatically agro the other as well.
Their aggro mechanism seems very wonky anyway. Sometimes they start attacking me right away, other times I can follow them at just about 5 meters for ages and they just keep running.
I'd really like to see them become more agressive though, they'd make an awesome bot-cleanup service!