Not really a bug, but when you enter the Harbor warehouse, you can go inside the room at the back if you persuade the chief of the guards there. If you steal things and the door is opened, one of the guards will see you and they will fight, but you don't even need to divert their attention if you close the door behind you. You can steal all you want and the chief won't bother providing he don't see you directly.
He should at least follow the player character if his attention has not been diverted by the argument between the two guards. Maybe it could be a generic behavior, the dialogue shows that he does not trust the player completely, in that case he should at least follow the character.