When I experienced this bug, I retrained at level 5 and lost only one of my Watcher abilities (No Pity for the Lost), but kept the Death's Herald ability.
Here are my before and after save games, and my output log: https://www.dropbox.com/s/y90qmrte0eb5vzp/Retrain%20Bug%20Save%20Games%20and%20Output%20Log.zip?dl=0