I can't seem to find the ring of lock picks or the ring of danger sense. Any idea where these are and if there are any special considerations to get them (such as whether to go with the thieves or the vampires in chapter 3)?

The Ring of Danger Sense is in the engine room of the Planar Sphere.

The Ring of Lock Picks is in the Shadow Thief Guildhall, but you go there no matter who you side with.

Where in the shadow thief's guildhall is it? I sided with the shadow thieves but can't find it, supposedly Dedral has it. Also, by the guildhall do you mean where Aran is, or do you mean the one that you keep as your stronghold if you are a thief?

IIRC it is in the guildhall of Aran with all the training excercizes for thieves. The ring should be on the guy who hangs out in the cafe there. He come over to you with a proposel and gets assassinated by another, the ring is on his body.