The arrow doesn't work in some locations; sometimes not at all and sometimes with odd behaviour. If I am in my class hall and set a waypoint to a world quest in Suramar, as soon as I zone out of my hall the arrow disappears. That is because the halls are instanced and TomTom cannot get the player position.
Maybe it is fixed now (I doubt it) but the Death Knight starting location had this issue as well.
So.... where is your Rogue when you set a waypoint?
As a side note, deleting your Cache folder does nothing for addons, with the possible exception of data retrieval like GetItemInfo() calls when your client has never seen a particular item since last reset.