1. Unfortunately, no, and you miss out on the Exp you get from picking locks/disarming traps. However, there is a priest spell that allows you to see traps, but it does'nt allow you to do anything and many traps are laid across areas that you HAVE to cross anyway.
2. No. YOu should have labeled this a spoiler if you were going to mention the Slayer, btw. The Kai ability will still return, and your AC will be low enough with 25 Dex
3. It depends on what you prefer. The Kensai requires some forethought and finesse to play, because of his inability to wear armor or braces. However, you can pile rings and cloaks onto him and this might serve to take the AC down. His ability with Weapons is unmatched. He gets much more bonuses to hit and to damage and to his speed factor etc than a regular figher, and kills much much faster. A fighter is as subtle as a tank. Just point him in the right direction and watch the blood stain the floor. Personally I believe the Kensai is more interesting
And don't start as a thief! Do it the other way around. Start as a fighter, get your grandmastery and high hitpoints, THEN dual to a thief. This is because your Thief skills will keep improving, and Thieves gain levels faster than fighters, allowing you to regain the fighter abilities earlier.
Try an Elf Kensai Thief if you like. Raise the Kensai to level 9, then dual to a thief. Great backstabs, and the Kensai will benefit from the Thief's high dexterity (you can get it to 19 with an Elf)
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Why?