Does anyone here know where to find those high level spells like polymorph self, polymorph other, improved invisibility and such. Cause I can't find any.

in Baldur's Gate - in the Sorcerous Sundries shop

A good source of spells are all the enemy mages you kill. The better (tougher) enemy, the better scrolls you find on their bodies.

SPOILER for Candlekeep revisited
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Once you get teleported from the prison in Candlekeep to the catacombs, you'll find yourself in a room with lots of spell scrolls (also high level ones) on the book shelves.

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Insane

Thanks everyone but I was also wondering where to find another scroll for the second level spell knock as I can only find one.

Maybe a little spoil:

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High Hedge

Can't remember but have you tried the mage in the building. He sells scrolls.

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Some of the more special spells like Improved Invisibility and the Polymorphs are only available in the expansion areas. Improved Invisibility is in the inn at Ugloth's Beard and the Poly's are in Durlag's Tower.

When I solo'd a Fighter/Mage I was on the look-out for a Knock scroll, it was important to me as the only option for tough locks. I missed out on the one at the start, didn't get one as a random item and had to wait for Cloakwood Mines before I finally got it. I remember going back to the Bandit Camp to catch up on all the treasure I'd missed. Think it's also available in Chapters 5 & 6.