The Sengir Nosferatu that the Bat token's ability returns to the battlefield doesn't have to be the same one that created it, and it doesn't even have to be owned by the same player.

If the Nosferatu is copied (by Clone, for example) and then the copy is exiled by the first activated ability, it won't be able to come back using the second activated ability, since it's no longer named Sengir Nosferatu in the Exile zone.