Really? I must have misunderstood the questions. Sorry! But this is what I got from the walkthrough:
Do thieves spawn automatically or do you have to re-enter an area for them to appear? If I’m walking around town will they just poof appear?
They will spawn automatically (I based this on: "Most recommend to just stay in one town the whole night and checking at 5am because it is easier; this is commonly referred to as "the lazy method"." The next tip advises saving beforehand because if a thief doesn't appear before 6am you can simply reload and wait again.)
Do thieves typically stay in the darker, harder to see places? Or can they be found even in the well-lit areas of town?
They can spawn anywhere, but will usually head to darker, harder-to-see places. (I based this assumption on these tips:
They can spawn inside towns and out in the overworld but are really only "farmable" inside towns. They can spawn in all the towns, including the basement of Norwind. They will only spawn once per town per game night. They spawn at random points inside towns, then they tend to migrate to some hard-to-see spots like behind a tree, a building or a wall.
Whenever I enter the Cave of Wisp there is a thief on the roof just to the upper left of the stairway. He’s there day and night. Is there any way to get up there?
My brain really went went for vacation on this one! I thought that this one covered it:
{Spawn Tip: if they spawn outside the town's movable area (e.g. - the areas without walkways in Solace or you exit town when you approach the thief), sometimes you can get them to move to an accessible spot by waiting for it to walk towards you, exiting and re-entering the town or teleporting to another town (they will be in the same relative location and hopefully something will not be blocking you in townB unlike townA).}
I figured that the teleporting might "move" the thief to an accessible location. However, since you said he was always there, he's obviously not a spawned thief; so, this wouldn't apply.
I don't have a save-file for this game. Hopefully someone who has played recently will come to the rescue! I apologize again for the misunderstanding.

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