Jesus was taking to Nicodemus when he said, "The wind blows where it chooses, and you hear the sound of it, but you do not know where it comes from or where it goes. So it is with everyone who is born of the Spirit.’ (John 3:8).
It is not very scientific to talk about Spirits, I get that. However little you believe in actual ethereal Spirits in creation, I find the metaphor helpful. I find that I am often surrounded by a spirit of frustration or the spirit of discomfort. I have seen people ensnared by a spirit of anger while others the spirit of despair. Whatever you want to call it is fine with me, I am comfortable with Spirit language.
In my life I have discovered that there are some Spirits that need you to hold onto them in order to live. For instance, the longer I hold onto my anger the angrier I become. The spirit of anger needs someone to hold it in order to live, because the spirit of anger is too weak to survive on it's own. To be frank, most spirits are too fragile and weak to live on their own, they require a host to live in so to survive (see Mark 5 for a time when spirits desired to live in pigs rather than be with a host).
It is this that makes the Holy Spirit "Holy". It is set apart in this way: the Holy Spirit can live without a host. The Holy Spirit can move and exist like the wind and can be autonomous. It is strong enough to live without and yet gentle enough to live within creation. It is a good thing we can't capture the Holy Spirit that would mean it is too weak to live on it's own.
Of course the irony is that if we attempt to hold on and capture the Holy Spirit, we suffocate it.