It's outlined in the spell research page FAQ section at the top, but here is the relevant excerpt:
"Why are some Magician Pet recipes missing?
Magician research was actually broken on release of EQ. Magicians were supposed to research all of their pets after level 16 or 20 (I'm unsure if the vendor in OoT had these spells on release), but several of the recipes didn't work. Since Magicians required research chains for all of their pets (researching a pet required you to re-research all prior pets to use the spells in the current research), the broken recipes meant they couldn't get any of their pets after those levels. Several months after release, when this was discovered (and likely in conjunction with the realization that chain research created very large disparities between magicians and the other researching classes), the solution was to put some of the pet spells from each level - including those with the broken recipes - on merchants instead of correcting the broken research. Thus there are pets that can only be obtained through purchasing them from a vendor and cannot be researched. These include the level 34 Earth & Water, level 39 Air & Fire Pets."
I wrote most of that as an expansion of what was already there and a discussion about it here somewhere. IIRC the only pets at level 34 you could get were the Air and Fire pets, and you couldn't get ANY level 39+ pets.
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