I don't have any experience with such a mixed build, although my Inquisitor is a little "reinforced" to be able to thunder-jump in the middle of enemies without getting killed right after that.
A little worry I have about your build is that you need fairly high scores of Int and Dex, since attribute points don't come en masse and you may also want to put some points in speed (AP are the rogue's best friend), perception (for finding traps & secrets) and strength (for damage, but may be negligible). That said, I like Mage-Thief characters myself since AD&D and can understand your interest in one.

You may want to look into the
Shadowblade class that also combines Int+Dex and Scoundrel, Witchcraft, and Aerothurge.
In my experience with my friend's rogue, grenades are great ranged attacks for this class if you don't want to become Expert Marksman as well. You may consider the traits
Pinpoint and
Slingshot, although the latter needs one rank in Men-at-Arms.
I said in the other thread that many people don't think Lockpicking is worthwhile because you can destroy almost any container or door without penalties, but you may consider it for roleplaying reasons and stealth. If you want to get at the contents of a chest without angering neutral or friendly bystanders, Lockpicking may be useful after all.
To sneak ahead of the less stealthy characters, you just have to unchain your rogue's portrait by dragging it away from the others'. Then you can move around without anyone following you. If you get into a fight, anyone of your group who is too far away isn't considered fighting and can act freely (i.e. not in combat turns but still in real time) until they come too close to the fight. Then they become part of the initiative order.