Then if you are not using admin or creative mode, it should show up when you open the chalk circle Liu Fei has closeby where the play has him (that is how it worked out for me in my 3 accounts, so I assume it works).
It wont show up in a chalk circle you build, only in his.
Also you have to have found his research already, and you have to have waited the whole “hours” you have to wait each time he tells you to wait.
Got the same problem with Freya. While she says “lets go” as if it is now to go, you still have to wait such 8 hours.
Have made even a post about that: