Unfortunately this game is not free of bugs. In this case, markers disappear and never show on the map so it's hard to locate some targets or fast travel targets (forts, underground entrances, etc.). One that is very annoying is one of the assassin liberation missions in New York Northern District. There are three farmers that need protection but only two markers appear for them.
I've gotten two already and I believe they were here:
Where's the third farmer?
This mission is preventing me from getting my last assassin recruit...