From the wiki: "Haldor has 10 possible spawn locations that are located in Black Forests which are at least 1500 meters away from the center of the world.

Approaching any of these locations will permanently place Haldor there. This can happen from 320 - 453 meters away (about twice of the default minimap range) when the related zone is generated. When discovered, his bag icon will appear on the world map."