[Radek]

1. Yes. Attempt to steal is an "attack". Characters, which are attacked more often, have proportionally higher chance to be robbed.

2. Only from the inventory. Equipped items cannot be stolen.

3. Stolen items are always dropped when the thief gets killed. Therefore, you cannot lose items. On the other hand, stolen money are lost forever.

Therefore, leave your money in the bank of take only such money from the town, which you will need. Check your inventory after every fight against thieves (all nymphs, all highland robbers, all ratlings, higher trolls, and also imps, at least some). If something is missing then check the dropped items.