Thaumaturge Vashreen is located southwest of Cathedral Square in Stormwind. The entrance to the building is near the canals and not in the square proper. Vaultkeeper Razhid and Warpweaver Hashom are located in the same building.
If you are unable to see the NPC, then check your quest log for The Old Barracks. The quest puts your character in a special phase and you will need to complete the quest in order to leave the phase.
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