I'd have to check the save file then. The only way I can think of for her to disappear is to refuse to help her when you meet her, but you never met her, so I have no idea what could cause this. Which areas were you using to fast travel?
Viewing post in Caliross, The Shapeshifter's Legacy comments
Oh, that's the problem! The fast travel doesn't refer to the horses, but to the maps around Tarkas. The city has a bunch of maps (they look like signs) to teleport around the various districts/points of interest. Try those, hopefully you should get the event quickly. ^_^
To see how one looks, you can check the square near your house, to the east. One of the maps is located there.