I found a vampire wandering around in the sewers underneath the capital.
I should add that I was level 6, I recall reading something in the game about different enemies being gated behind your own level.
For an unbreakable lockpick:
Go to the underground waterway from the east district of the Royal City
Beneath East District → Beneath the Prison → Northeast → Lower Magic University → North → Lower Castle
Go through the drain to enter (requires lockpick success)
Obtain a diamond lock pick from the blue box on the 3rd floor (requires lockpick success)
Once you're in the castle, you can dodge the guards to find a bunch of chests with gold, which is more than enough to buy any house in the game, where you can then also unlock the ero event gallery scenes.
Are there any bad endings/slavery routes here?
There are at least two bad endings (i.e. game over instead of epilogue). One of which is losing to the last boss (get eaten by a flesh wall), and one is becoming a sex slave.
Sorry for the necro but.. What can I do with the black diamond in the castle? Does it effect any of the endings or gameplay?
There are 5 epilogue endings to the game.
True end: Fame>=10 and Infamy=0
Normal end: Fame<10 or Infamy>0
Three romance routes (Nash, Moz, Vampire King). The true and normal ends happen only if you don't lock yourself into a romance end. The true end is An returns home, the normal end is An continues traveling to other countries.
Picking up the black diamond gives you two infamy, locking you out of the true end; eating human flesh does as well.
It's worth noting that you need at least one infamy to sell stolen goods, so there's little point to thieving if you're going for the true ending.