In the day he should be drinking in the The Frozen Hearth and at night he should sleep at Birna's Oddments, if you completed his quest Drowned Sorrows he can disappear. He's also pretty weak and gets killed easily in my main game he's a permanent pile of ash in the center of town (from a magic anomaly and Arniel).
On a console try looking in the places mentioned above and maybe around town, on a PC you can try the commands -
If he's dead then open the console back up and use the command -
What do you think?