Even more disconcerting is that some of the trainers in Lindisfarne like deep sea diving. If you can't find the one you're looking for on land, walk north up the coast with Wizard Eye active, and look for green dots out in the sea. The same thing sometimes happens to the dockmasters, particularly the one in Thjorgard.

Lastly, and fortunately very rarely, one of them will go AWOL. I was looking to train one of my characters up to master merchant, and I went hunting for the trainer in Frosgard. He just wasn't there. I spent a couple of hours going round and round the town, into all the houses, and even explored some of hills (you can find your way up a few of them). Zilch. Absolutely nowhere to be found. When that happens, you just have to find another one. Happily, that's never happened with a GM trainer, which is lucky because there's only one of each.