Hmm, maybe deleting that soldier DID have something to do with it. I'll have to test that later on this evening when I have some more time freed up. I was about to say that didn't happen to me when I deleted him, but then I remembered I swapped him out for a Namingway and didn't delete the NPC number for that town's list.
EDIT: I forgot that I in fact had removed the soldier in my project, along with the dancer and her dress NPCs before adding a mach speed Namingway to the map. So I'm not exactly sure WHAT caused your issue.
If you change the Training Room to an Underground map, you might run into some problems with transferring. I had to use a couple of events to rig the Overworld Tower of Babil to transfer to the Lunar Palace's crystal room in order to not end up in the Baron Town glitch map. Granted, I was going from Overworld to the Moon, so you might not run into that issue.
Lookiing at the Overworld NPCs to see if they could be useful to you, I found:
1: Mist/Damcyan/Fabul/Troia/Agart Old Man -Bank 2 Message 4 :
2: Fallen Soldier (Visible) - "Terrible Bombardments from the airships (pretty sure this event is used by maybe one NPC in Damcyan castle, in theory you could just use another NPC in it's place and use this one as a Soldier)
3:Training Room Soldier Outside: I'm not sure if this NPC was used in town before the US FF4, so you might have yourself one soldier so far
4: Cave Eblana Soldiers: I Notice they all use "Bank 2 Message *", and call messages 3, 4, 5, and 6 (counting the "Soldier - unused? NPC in between them). So that's four soldiers right there without having to edit them!
With that. you can probably set the training room NPCs mainly using 1 and 4, chandging the message number on one of the Eblana soldiers and redoing a bit a of text in Eblan cave so no one would ever know you did. Then it's up to you where to get that fifth soldier from (I'd go with number 2, since it's an NPC only seen once after Damcyan's bombed, and doesn't say anything important._