If you unlearn your skills before heading to the Hall of Echoes, you will not need Lockpick again (in D2:ED). It will still come in handy in the fjords, etc, earlier in the game.
There is no way to reset your stats.
When you teleport outside, you can jump up the nearby rocks and run over to a place where there are no over-hanging branches so you have room to transform into a dragon. IIRC you can jump off the downward path, as well, and transform before you get too far into the poison cloud.
