All Thieves Guild guildhalls in vanilla, and TR as well, have at least one NPC that sells lockpicks and probes to low-rank PCs.

The only exception is Firewatch, where the only lockpick vendor, Silniel the Maven, is rank-locked. This makes the TG quests in Firewatch significantly more tricky for low level players.

The easy fix is to have Arhom in Firewatch sell the lockpicks.