Cobalion will reappear at level 65 in the same place after you defeat the E4.
After Skyla, go into the Mistralton Cargo Service. Make sure you've seen Juniper in the Celestial Tower too (I think you also need to climb it & not just talk to Juniper at the bottom floor). Skyla and Juniper should be waiting there for you and you'll be able to fly with them to Lentimas Town.
EDIT: I missed this part of your question first time round. As for where to train, if you haven't gone up Celestial tower yet, then do so, since there's a fair amount of trainers there. If you have, then fly to Lentimas and train in Reversal Mountain. You will be able to run around with Bianca for part of the cave (she'll ask to team up with you), so you'll get some added doubles experience.