I have the same issue; they're either in Retail, Able Sisters, T&T, or the museum (ONLY in sections that have things in them, aka if you only have one fish they'll only be in that section where that fish is). But, the other problem is that they... Switch. If you exit a building, that say, uhm, Stitches was in, he may disappear and go back to wandering around town and be replaced by Sly. Or by nobody. I think two are always in the shopping areas including Retail, but my brain's a little fuzzy on that one. I usually try to quit and reload to freshen the batch, and if they refuse to come outside I'll TT to a different time of day.
Sorry this is sorta OT, but this theory has been debunked anyway