Where the hell is he/she? In every previous ES title there was a merchant with 10k, but I can't find any info on where to find them in Skyrim.

I can't confirm it myself, but the Riverwood trader can be invested in (requires a speech perk), and it'll raise his gold to somewhere around 10k. Might not be intended though.

i haven't done this myself, but i've heard if you complete the thieves guild and become the master (by doing all the oddjobs and actually becoming the master) certain fences will have 4k

The Riverwood Trader is most certainly not a glitch. Think of the Mudcrab Trader back in Morrowind, it is likely a reference to that. The more important point to note is that investment for Lucan to get 10 000 septims is pretty heavy - 4 perk points that can be used anywhere else. For instance, it takes 5 perk points to get 30% magic resistance in the Alteration tree, and a combination of 2 perk points for light armour perks to hit the physical resistance cap AND Respite from Restoration. These are bona fide opportunity costs considering there are only 80 perks per character.

2nd, you do not need to be master of the Thieves Guild for their fences to have 4 000 septims. What you need to do is to complete 5 simple jobs (steal something, cook the books, plant a stolen item) for each hold: Solitude, Makarath, Windhelm and Whiterun to unlock special jobs. 2 of these are dungeon crawls while 2 others are simple forgery and larceny jobs. This will unlock 3/7 fences with 4000 septims each. The remaining 4 fences are unlocked as you make progress through the Thieves Guild main questline.

Riverwood Trader? How have i missed this on the last 3 games? Although i have 230k, not really seeing a point to making money now.

So what do we need to do to get the rvierwood trader to have 10k? Been storing all my expensive loot. Getting fed up going through the whole list. i need to dump that stuff

Put points in your Speech tree and invest in him.

Otherwise, join the Thieves Guild and unlock the 7 fences. They'll have 4000 each, and if you visit all of them, the first one will have respawned his gold when you get back to him.