The troops that don't upgrade are a complex mess of faction and neutral troops with the same names, some of whom upgrade and some do not. We're aware it could be a problem ... potential solutions have been discussed, but not yet implemented.
The Dojo locations are S. Kyoto, Yodo, Hikone, Imazu, Iga, Oe, Oya, and Haga. (Unless there were changes in the last version that I don't know about yet.) I'm sure those have been listed around here in a few places before, but it was easier to retype than to look for them.