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Is there a walkthrough with actual screenshots of all vaguely important things? (like caves/keys/chests in open countryside etc)

If you want to know a lot of informations about the game you have to look at several walkthroughs.

The best one :
Kiya's Divinity Page

The easiest one :
Gamebanshee Divinity Page

A nice one giving the complete list of the quests :
Planet Divinity

Another good one :
The Locus Inn

You can also find great informations in these lists of threads compiled by Lynn :
Listing of info, tutorials spoilers...
Complete Maps in Divine Divinity
Skills in Divine Divinity

Then, if you want to get great info in french, have look at this forum :
Divinity France

Barta

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