You can't buy any in the isles
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Get enough money to buy it back
u have to join a theifs clan and u can buy lock picks
You can buy them from Shady Sam, he is north of the stables outside of the imperial city along the wall. He is there day and night,
You can get a frenzy on touch scroll from the mystic emporium in the imperial city's market district.
many traders will sell some lesser effect scrolls, the mages guild is free to join and will provide you with many spells and scrolls and when you enter an oblivion gate many deadra will drop useful scrolls