So, playing a Gnomish Bard with the "pick locks" skill, I can't get Yergius to sell me thieves picks. I even satisfied his requirements and joined the thieves guild, still no dice.
FWIW, this is easy to reproduce. Just roll Bards until you generate one with pick locks, and then try buying the picks. I uploaded a svg. too, to save you the trouble. :)
JT is correct. You must be either a thief or assassin (Yergius being the head of the thieves guild and all that ;-) ). So no tools for outsiders. It has been like that forever. Or longer.