If you're afraid of spoiling just say "SPOILER ALERT!!!!!!" and add some
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but it's good that you're concerned about other people's enjoyment of the game's surprises, instead of carelessly mentioning important plot turns in your post...good for you!!!
About your prob: first of all, exchanging Nalia and Imoen is not advisable, as Immy dualled at level 7 and Nalia only at level 4 (meaning I. has lvl7 thief skills and N. lvl4). There are potions and items that enhance your thieving skills:
MINOR SPOILERS
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> potions of Master Thievery and Potions of Perception
> the 2nd level mage spell Luck
> gloves of pickpocketing
> several rings like mercy killer ring, ring of danger sense etc.
> shadow armours, although these will disable Imoens wizard spells
I think your best bet is to pick up Jan, A gnome illusionist/thief (i.e. MULTI class). He still progresses as a thief and has some good custom items, making him by far the best thief. You can find him selling turnips and ehm....illegal custom items in the Government District.
Hope this helps!
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Melusine
Your voice is ambrosia