I normally just have a character with high DEX (Either naturally, or using Gloves of Dexterity) and proficiency with Sleight of Hand.
Between that and Guidance (And the billions of Theives Tools you can accrue) picking locks is generally not an issue.
If it comes down to it, you can use the gloves/cats grace outfit to get advantage.
If you're REALLY desperate... You can always pop into camp and bring out a companion/hireling with Expertise and full Dex (Or Knock) open whatever lock and then go grab your actual party member again. (Alternatively for a slightly more convenient method, just pick up all the locked chests with a high STR character and open them all at the same time later. Or you know, just smash everything with a blunt object/Eldritch Blast)