Goblins and Thundrakes stop showing up eventually. Goblins leave fairly early in the game, while Thundrakes stay till just before the last boss (of the first story). Neither one shows up in random Clan encounters or the repeatable Free Area missions, so you can't capture them as many times as you want, as you can with the others. However, they each show up in side quests, which you don't have to do immediately. The first of the Hero Gaol missions has a Goblin in it, and one of the Delia Wyrms quests has a Thundrake, IIRC.