Wolgraff isn't always giving an indication that he's found a trap. Sometimes I've had a "narrator" or whatever tell me that Wolgraff gave some sign that there's danger ahead. But sometimes, the mine or trap or treasure will just pop into place (not always easily visible, either). In the chat log, it'll just show "Wolgraff:" with no text or anything else.
Perhaps that's related to not having other spoken dialogue firing off at times, like when I leave the hall of heroes for the first time, I only ever hear my second character respond to the first one, although I see what they both say in the log.