HELP! PhD advisor leaving....what to do?

[PhDdreamin]

I just finished the first semester of my PhD program and everything was progressing great. Then, my advisor dropped the news they were leaving my current institution for a new one. I do not want to move to the new institution for various reasons both professional and personal, but there is no one else at my current institution using the methodology I am interested in. 

Although I have only completed a semester, I have collected lots of data, and was on track to propose my thesis next semester. It seems my current options are to fast track my thesis and Master out of my current program and pursue the PhD somewhere else entirely, or follow my advisor to a program I don't really want to go to. It seems obvious what I should do, but I don't know if completing the master's with my current project is really possible at this point.

Any advice welcomed!