In the castle treasure room area, before the section with the orcs, there is a room with a couple tables worth of potions. The 3 shadow potions can allow you to get past the orcs, talk to Zandalor, leave to explore the vault and then return, without any combat.
You get the quest to rescue Zandalor after entering the castle by invitation, getting tossed out and making your way out of Iona's dungeon (Arhu approaches as you exit into the graveyard). You only need level 1 of Pickpocket to join the thieves' guild, and level 2 if you want to 'cheat' a bit with the plague victims quest (see spoiler below). I managed to find an item with a Pickpocket bonus, and bought another, so didn't need to use any skill points for that.
There are 3 people in the quarantine area, with only 2 cure potions. After giving someone a potion, you can either kill them or use Pickpocket to get the potion back, and then give it to the third person.
Joining the thieves' guild is not required for any main plot quests, just the holy item quest and the one for Corinna. Rob will mark some locations on your map if you join (including the castle treasure room entrance), but you can find them easily enough yourself.
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