I have seen Blackwall disappear several times as well. However, I don't think this is a bug. I went up in the barn to look for him and he was nowhere to be found. His quest icon was still there.
Turns out, as mentioned by other players, that he was just walking around. He was somewhere at the Rogue trainers for me. I see some reports stating that reloading the game makes him appear again. My theory on this is that because he walks around, reloading your game might have him spawn in any of the locations he normally roams.
Lastly, eventually there is a quest for him where he disappears. When this happens you won't be able to select him in your party anymore.