Actually, you can train skills as long as you wish to train manually there. However, training magic level at any vocation will be limited depending on which vocation you currently are.
Magic level maximum for each vocation:
Knights: ML 4
Paladins: ML 9
Mages (Druids and Sorcerers): ML 20
Information obtained on: https://www.tibiawiki.com.br/Dawnport
I also tested it personally and found this message when I reached ML 20 with a sorcerer today on Dawnport:
14:23 You cannot train your magic level any further. If you want to improve it further, you must go to the mainland.
14:23 You advanced to magic level 20.