The map in question seems to have been created to display ethnic 'Autonomous Counties' in terms of their administrative designation, rather than their actual demographics. In addition, it shows 16 ethnic groups rather than the PRC's official 56, so there's a bit of conflation at work. In the case of Zhejiang, that's because it's not a Miao enclave, but a She county, the She being an ethnic minority spread through the hinterlands of the southeast, related to the Dongjia of Guizhou. The conflation with the Hmong (Miao) likely results from the She traditionally speaking a Hmong-related language. The county in question, the Jingning She Autonomous County, is the only county-level She administrative unit, but there are several dozen townships in Fujian, Zhejiang, and Jiangxi, which the map does not display.

Of course, the question remains as to how this Hmong-speaking minority ended up so seemingly split off from the aboriginal regions in Guangxi, Yunnan and Guizhou, and part of the reason is that the relatively fertile region of Jiangxi has been the site of substantial Han colonisation and settlement over the centuries, such that on the surface, it would appear that the She had somehow undergone a great migration. In reality, it's more that the movement of Han into the region has left quite a lot of minority enclaves on the wrong side of the fence, so to speak.