You did wrote, yes.
You don’t have to buy a lockpick if you find one, and that one is:
Spoiler
Behind Altar in the church.
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There is a second option if you’re roleplaying non-thieving character, the same monk who can sell you lockpicks can also sell you monastery key for $200. Now where to find such huge sum?
Spoiler
Open the door in the sleeping chamber which will lead you to a sort of balcony. You’ll spot a trunk, who cares about it, because in front of the trunk is a lose stone - under it you’ll find a ceremonial dagger, $200 and, why noone told me this before I stole Necronomicon I for the sidequest a week ago, you’ll find Necronomicon II!
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Thus I say again, feel free to get every questitem before you receive a quest. Nothing bad will happen and nothing will get bugged. In case you feel stuck, a little exploration will do the trick.