Esmeralda sells weapons (shop north of the market, east of the King Crab inn). The market can be found after you take the stairs up and north from the west side of the harbour.
After you get to Cyseal the easiest opponents are in the tunnel under the city
the graveyard entrance is easiest to get to, if you have a shovel, but save first.

The open gate west of the inn is the safest way to leave the city.

You can right click on a teleporter stone to teleport to the character with the other one. If you separate the group (left click a portrait and drag it to the right to break the chain), one character can sneak past some opponents or around a dangerous surface, and then the others can teleport to that character. Alternately, one character can go shop, and then teleport back rather than walk.

You can quicksave (F5; F8 is quickload) or make manual saves periodically.