Dockless bike-sharing (DBS) users often encounter difficulties in finding available bikes at their preferred times and locations. This study examines the determinants of the users' mode shifts in the context of bike absence, using survey data from Nanjing, China. An integrated choice and latent variable based on multinomial logit was employed to investigate the impact of socio-demographic, trip characteristics, and psychological factors on travel mode choices. Mode choice models were estimated with seven mode alternatives, including bike-sharing related choices (waiting in place, picking up bikes on the way, and picking up bikes on a detour), bus, taxi, riding hailing, and walk. The findings show that under shared-bike unavailability, users prefer to pick up bikes on the way rather than take detours, with buses and walking as favored alternatives to shared bikes. Lower-educated users tend to wait in place, showing greater concern for waiting time compared to riding time. Lower-income users, commuters, and females prefer picking up bikes on the way, while non-commuters and males opt for detours. The insights gained in this study can provide ideas for solving the problems of demand estimation, parking area siting, and multi-modal synergies of bike sharing to enhance utilization and user satisfaction.