Terraria – Can we lose items from chest during Goblin Attack

There's a chance for the Goblin Scout to appear randomly near the edges of the world. The official wiki says they will not spawn in the middle third, however the Wikia wiki only says they are found most often near the edge with no mention of them being completely unable to spawn in the middle third.

Both these cases are probably anecdotal evidence, so you may have to wait a little longer for more playtesting to determine where it spawns the most. For what it's worth, I was lingering just inside the Dungeon entrance when I had one spawn nearby.

There aren't really any more specific tips on how to find him because he spawns randomly.

After you've beaten the Goblin Army (after patch 1.1), he has a chance of spawning near you if you're underground (between the rock layer and the Underworld). Just revisit the Dungeon or go cave diving for a bit and you should find him sooner or later.

Also, you should chug a Hunter Potion to increase your odds of finding him if he does spawn. It makes him glow in a green light, just like enemies.