Bairdotr starts off in the cage near the legion headquarters (Aureus / Arhu), while Wolgraff starts near the well exit in the tunnels under Cyseal. If you've recruited them and they are not with you, they will be in the hall of heroes in the homestead.
If 'The Bear and the Burglar' DLC was not active when you started the game (showing up and enabled if you click on 'Additional content' in the main menu), then they will not be in the game.
