There is a way to cheat to get enough gold to learn Lockpick (ie from Keith in the BF or from the imp Tax) and the skill points to put into it, but I never tried to see if the maximum level could be edited.
Hex editing - gold, experience, stat/skill points

However, since doors are your main concern, Lockpick isn't nearly as important as finding the required key or lever. I can only think of a couple doors/chests that you need Lockpick to be able to open, and they only contain minor random loot. In addition to the maps Lady Rain mentioned (or these), you could also skim through the Beyond Divinity Strategy Guide if you have explored an area but a door or chest remains locked. There are a couple chests where finding the key is a little elaborate, or you need to reach another area first.