So I had some soldiers with javelin training, and because I thought I probably wouldn't be able to resupply their javelins I decided to check how long retraining them to shields would take. Luckily though I only checked and so did it with 1 soldier.
But that soldier then lost the javelin training, I am guessing that it is because she didn't have a javelin on hand right then.
EDIT: This retraining and then cancelling also apparently avoided the regroup timer and it automatically went to militia and then I could pick it out again... I imagine retraining shouldn't be possible when regrouping then aswell?