Just for your info:
The reason you're getting caught has to do with the fact that you're probably trying to pickpocket someone of equal or higher level than you are, and attempting it with a low Thievery score or a Thievery score that isn't high enough to surpass your targets suspicion check. Try pick-pocketing lower level characters, or save all of the +Thievery gear you can find and make a "pickpocket set" to do it. They shouldn't automatically distrust you if you do this.
If you've sold a lot of items to a specific vendor as well, you may also be able to get away with pick-pocketing upwards of a 3000 gold stack.
*SPOILER*:
Vendor gold and inventory resets once every real-life hour as long as you have acquired at least one point of experience since your last visit to that vendor, provided that XP was acquired outside of the same map area of said vendor. The inventory that you have sold to that vendor will still remain, however.
Knowing this, one of the best ways to hoard an insane amount of gold before the final stages of the game is to immediately start selling EVERYTHING of decent value that you find to Zaleskar, the level 8 skeleton just outside Fort Joy, as soon as you escape the fort. He usually carries about 1000 gold after a reset, so he's a good source for high value item sales.
Once you are ready to start preparing and gearing up for end-game, pick-pocket Zaleskar and take as much gold from him as you can successfully. He'll still "distrust" you and turn against you - let him.
Kill him and loot his corpse. There is no adverse effect to this, as he is not aligned with any other NPCs that I've found. Just make sure you've completed Ifan Ben-Mezd's quest line first. If you do this properly, the amount of value in the items you have sold him throughout your play-through is nearly 25,000 gold. Every single item you've ever sold him since your escape can be looted from his corpse. You can then take all of those items and piece-meal sell them to all the vendors in the Seeker Hideout. They have a lot of gold, and again, their gold will reset roughly once per hour if you can find something to kill after you've drained them on your first round of sales.
Make sure you've also saved a "Bartering" item set as well, as this helps both with purchasing AND selling items. You will, at this point, have MORE than enough gold to purchase an entire set of level 7+ purple items for all 4 of your choice characters and, if you're patient enough with the vendor resets, can deck out your characters with fully min/maxed gear and just melt away the final bosses with ease.
This is on Classic difficulty as well.
Also, make sure you pick up EVERY last stack of Nails that you can find. I think I used less than 10 lockpicks my entire play-through yet you can craft upwards of 400 lockpicks using only one repair hammer, as those are not consumed when you craft them, only the Nails are. Each lockpick stack is worth about 450-500 gold with a pumped-up bartering set. That's about another 1600-2k gold right there.
Hope this helps.
