To get the thief NSFW
You have to put him in Jail (Marketplace event)
Go to the Barracks and approach the young men (You can agree or disagree)
Visit the Prison cells (You don't need to talk to the Prisoners or the Thief for this part)
Go back to the Barracks and choose the third option.
Volunteer, commit, and then nevermind.
You'll meet him there and choose use your skill!