The
patch should help with characters getting through walls. If not you can have the other character enter and exit the BF, go up or down some stairs or use the teleporter stones (acts 2 or 3 only) to teleport the stuck character out.
The trade skill does not reduce the listed prices, but gets the NPC to accept less gold or goods than otherwise.
Merchant prices are proportional to your reputation (unlike in DD where prices dropped as your reputation increased). This is either to compensate for gold being easier to come by as the game progresses, or an encouragement / temptation to be evil.
With the patch installed, Lockpick should work (you can learn it up to level 6 in the BF of act 1, or higher in later acts). however, not all chests or doors can be Lockpicked, in particular those that are plot related, have keys or require a lever to open.
It is be design that you become encumbered before reaching the maximum weight.