When you lockpicked the door to the north in the cellar, did you pick up the bottle of wine and bring it to Rob right away? That quest should have been cleared if you have joined the guild. In any case, Rob doesn't do anything for you other than place some markers on your map, give access to the guild and teaching you a level of a skill.
Blake in Ars Magicana and Mpenzak in Verdistis sometimes have lockpicks.
Did you start the game after installing the 1.34
patch? If so, Finnigan in the Ducal inn cellar sells survivor supplies, including lockpicks.
Finnigan also gives you a quest to steal a set of magic unbreakable lockpicks. If you started the game after installing the patch you can steal them, give them to him to complete the quest, then buy them back. If you started the game before installing the patch, keep the lockpicks and leave the quest unfinished, since you can not buy them back. Even if you don't care about lockpicking, they have another nice attribute... <span class='standouttext'>Spoiler : </span><span class='spoiler'>while in your inventory, they give you a +20 agility bonus</span> (highlight the text to read).