I realized when I was doing the battle for Windhelm quest that the Windhelm marker is just GONE. The stables marker is still there, and everthing else but the Windhelm marker. This happened to me before with the College of Winterhold marker and I had to go back to an earier save. Took too long to make a proper save this time though, I will lose hours of play. Does anyone know how to replace a mysteriously disappearing marker?? This quest was buggy as it is, by the way.

Wouldn't you be able to simply fast travel to the stables and then re discover the city, or does that not work?

Unfortunatley that doesn't work, but I discovered that just starting the last part of the reunification of skyrim quest where I have to travel to Windhelm to join General Tullius prompts the marker to disappear!! Once I get there, furthermore, he doesn't talk to me or give the speech he's supposed to, and also for other glitches I can't finish the quest. So I tried to just finish the svcker off and get it off my boards in the console commands, but then I got the wonderlul effect of the battle music never stopping playing. I think I'm just going to reload a way earlier save and just miss this altogether.

All the markers disappeared for me as well as you're mentioning them, when you're mentioning. Pretty sure they're supposed to do that, as they've done that in all my saves at all the times you're mentioning. I don't really know what's wrong with yours to not let you proceed though, to be honest.

At the beginning of the main quest, when you first go to kill the dragon attacking the tower near Whiterun, the markers to Whiterun and the Dragons Reach castle disappears, so that you are forced to walk to the town (at least from the stables) to hear the "Grey Beard Call", before you can speak with the Jarl.

It is intentional, and I'm sure it is intentional for all the times that some specific Markers disappears until a specific stage of a quest line.