You have the right to leave any time you want. However, your employer has the right to withdraw severance; in your state there is not an across-the-board requirement to pay out PTO; and while it won't be up to your boss I am by no means sure that walking out almost two months before a verbal notice of layoff, because you aren't granted one specific day off, will qualify you for unemployment.
Barring a legally binding contract or CBA that expressly and in so many words says otherwise, and with a very few medically based exceptions, there are no circumstances under which an employer is required to allow you to take time off. It is always up to the employer whether to grant time off or not; it is not a protected right to take it at your pleasure. With the same exceptions, on any given day your job is whatever your boss says it is. If he says your job is to train, then your job is to train.
Without knowing the specific circumstances and why you are needed that particular day I can't say if the employer is being reasonable or not. But he is not violating any laws or any protected rights.
Two things I am tired of typing: 1.) A wrongful termination does not mean that you were fired for something you didn't do; it means that you were fired for a reason prohibited by law. 2.) The above answer, whatever it is, assumes that no legally binding contract or CBA expressly says otherwise. If it does, the terms of the contract apply.