General Tips
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You can try the Copper Coronet if you have completed the slave quest there. Some pretty nifty spell scrolls there, talk to Bernard. In Tradesmeet, remember to check the outside circus tent too, it has some very nice spell scrolls too. The Blacksmith in Tradesmeet, also sells spell scrolls, worth checking it out.
The thief you mentioned, I believe, appears only at night in the Dock District, near the Harper Building. Not much good stuff on him, but you can sell.
There's another thief merchant in the Slums too, night only also, next to the roof Temple. Another female thief in the Slums too, day-time this time, near Jan's House, and one more inside the Shadow Thieves Guild in the Dock District, when you use the main entrance, she will directly in front of your party, dressed in green( I think). There's a merchant in the middle of the Dock District too, day-time only, if you're male and romance is on the cards, he will try to persuade you to buy a trinket for your love one.
Umar Hills have merchants too, but nothing too vital.
There are merchants on the Pirate Island too, not marked on the map, check it out, it may have something nice for your party( ammunition, scrolls, etc... ...). The Underdark have three main merchant points. One in the Mining Camp, another near the entrance where you came in( marked on map), and of course, in the Drow City itself.
There, these are some I know outside of Waulken Promenade. There's probably more, but I will leave that up to you to find out.
