Slums of Northville
You pay for the Trade at the same time the Metropolis expands. You retain the Coin from the Great Person, then he returns to the Civilization mat.
I saw your posting regarding Kevin Wilson responding. He replied to my question as well.
When a great person is 'built over', it is removed from the board and ceases to provide benefits to that player (and yes, like techs that give you a coin, losing a coin takes effect immediately as well). It may be replayed on the board in any legal space during the player's Start of Turn, however. at which point the coin would come back. -Kevin Wilson