The former Fulham boss was not present at the Philip II Arena for Wales' pre-match press conference, nor for their final training session at the venue.
A tweet on the Football Association of Wales' official account read: "Manager Chris Coleman will arrive in Skopje later tonight (Thursday) after a passport issue delayed his departure from Cardiff."
It is understood Coleman's assistant Kit Symons will instead face the media and put the Dragons through their paces until Coleman arrives later on Thursday evening.
The FAW has yet to confirm what the nature of Coleman's passport issue is but the incident represents an embarrassing episode with the 43-year-old close to agreeing an extension to his contract.
Source: PA
Source: PA