Have you d/l'd the latest BG2 patch? That may be the lockpick XP problem, or you've misread it and you received 2,200 XP (I think this is what I get per lockpick) and it seems level based as to the XP received for thief actions.
I don't remember the creatures name but there is a summoned creature that steals magical items (it should only steal spells I think), again this may be patch related.
You can replace your armour and cloak by getting Shadowkeeper to replace your lost items, I wouldn't consider this to be cheating in this instance.
You can get the official BG2 patch here -
http://www.interplay.com/bgate2/
And Shadowkeeper here -
http://mud-master.com/shadowkeeper/index.html
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It's bleedin dark down here, slippery too.
Man, that's a pisser.
