You definitely can miss Ma Tianba and his whole questline if youre not careful about checking specific spots in each chapter.

The Horse Guai shows up in different places through chapters 1-5, and you need to find him every single time to get the Dark Thunder transformation at the end.

Its really important to talk to him whenever you spot him since theres no going back if you miss an encounter. Maybe interesting to know that hes usually stuck in weird spots like first time in a cave at Black Wind Mountain back in the Bamboo Grove area, then tied up near the Earth Wolf fight at Sandgate Village.

Later youll find him at New Thunderclap Temple on this walkway in the back left, and then stuck in a cocoon behind the Centipede Guai in the Middle Hollow. The last time hes near Furnace Valley entrance, but you gotta beat the Keeper first.

Just remember to actually pull the chain on that cart next to him at the end, or youll miss getting the spell even after finding him everywhere. The whole thing can be kind of tricky to track, so its smart to save before big story stuff just in case. If youre trying to get all transformations, this ones pretty important since once you miss any part, theres no way to go back and fix it later.