Gwyn should show up in High Hall after you complete the troll quest, and AFAIK should remain in his camp near the entrance until you tell him Groth has requested his services.
Do you have the patch installed? There was a bug that could cause certain opponents to be missing; I don't recall if that could effect friendly NPCs as well.
Try emailing firstname.lastname@example.org, with a description of the problem and maybe a link to this post. See the appropriate support page for DKS
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