No. I'll give you a hint: It involves the use of a certain mandatory spell (that is required to beat the game), but you can't find that spell in Purgatory, hence the need for New Game +.

(I suspect killing the guards with new characters might be feasible if you give everyone a few points in Fistfighting, which is actually a pretty good skill, even if it loses its usefulness later on.)

I second them; great games! The River of Time is the prequel to Drakensang and that's what i also recommend to play first. Let me mention that i own the retail DVD version of "Drakensang Saga" which doesn't require Steam or any other online authentication (on the box it says that Steam is required though) and includes both games plus the expansion. Maybe it is still available somewhere, though do your own research in case something was changed on the way. ;)

My suggestions:

Two Worlds (2007)
https://www.gog.com/game/two_worlds
Two Worlds II (2010)
https://www.gog.com/game/two_worlds_2_epic_edition
Dragon Age: Origins (2009)
https://www.gog.com/game/dragon_age_origins
Dragon's Dogma: Dark Arisen (2015/2016)
https://www.gog.com/game/dragons_dogma_dark_arisen

How about Kingdom Come: Deliverance? I have not played it, but I remember from the time around the release that there are several skills to unlock. You even need to learn how to read in order to use books.

It's fairly new, and open-world, so plenty of places to explore.

I think UnderRail might fit the bill, if you're down with 2d games.
Here.
I might add more info later about it. I really like the game.

Not on GOG:

The Legend of Zelda: Breath of the Wild. Argue if you will if it isn't an a RPG or not, but the Zelda franchise can be largely credited with the sense of awesome exploration that exists in games today. Breath of the Wild brings it back into a full fold, in a vast, densely packed world.
(Especially considering the hot liniar mess that was Skyward Sword.)
On GOG:

Anything by Jeff Vogel. (Avernum, Geneforge, Exile, et al.) Jeff is an industry veteran, and considering the games he created were initially Ultima inspired, he's managed to create a world filled with rather original plots and lands to explore. (Albeit mostly gray because that's caves for ya.) Even in the demos of his games, the worlds cover vast swathes and distances, with plenty of things to do between there and here. Just for example, every location on this map can be visited in the first game. (The second game has a politically complicated situation known as an invasion.)

Each game also tends to introduce new locales to explore and visit as well. Handwaved as both excavations and cavequakes.

If you'd be willing to look beyond the RPG genre, the best exploration game I've played recently is The Witness. No stats, no story, just a huge island to explore, and a few hundred puzzles to find and solve :)

And yet, that feeling where you can't solve something just yet and have to come back later is very much present - but this time, this is not about an arbitrary number in your character sheet (usually increased by grinding), but about your own skill. The game early on presents you with puzzles you will not know how to break, because the rules are explained in some other place in the island. So, you got to find these, then come back and finally get this or that door open. Might sound boring at first, but actually feels really rewarding if you're willing to spend the time.

Well, as a result of this post, this showed up in my mail box today - $7CDN from Amazon. Thanks for the recommendation.

Avernum Escape from the pit came out in 2012, but its a remake of an older game.

Hahah, nice! I am getting an urge myself to play them again now. Really enjoyed character creation, always a well mannered and kind hearted thief :D Happy gaming!

So far? Pretty fun. I've only managed an hour, but it's been lots of fun. It's DRM free off the DVD, and it works very well using WINE - only the videos won't work.

Thanks for the suggestion!

I had so much hope for this one.
But the game system underlying is... Crap IMHO.

Is that kind of game where you start as a wolking dead (D&D wizard syndrome): even the insect in the bushes 1m behind your house will kill you in 2 hits.
Then you have 800 hit points...

I was so annoyed that I even hidden the game in my library XD

I am also downloading them now. Getting some free long evenings. Never played Phileasson's Secret before. And out of the two, I remember liking River of Time better. Will try to play games in order of their events this time.

Divinity: Original Sin? Hmm... How to put it - I enjoyed Divine Divinity 1... We might have different tastes...

D:OS has plenty of exploration, rich colourful lands, huge amount of NPCs to meet, all kinds of spells to learn, many small and big secrets to uncover, some puzzles (many of them in sidequests) and quite a bit of funny dialogue...
In my opinion it is one of the best RPGs ever made... To me it was better than Baldur's Gates, somewhere up there with Fallout 1 and 2. But then again, I'm a bit odd :)
The game is maybe less "open-world" than Witcher 3, since when you start, quite a lot of it is locked away, and then it takes some while to unlock it... But it is a large game, that allows you to explore in all directions later on, only hindered by the monsters that are too tough when you haven't leveled up enough.

I just finished Dishonored... I wouldn't call that a game that allows large scale exploring... The game has a certain amount of missions, you play them in a certain order... But there are many ways to complete missions and indulge into side missions as one pleases... And the things you do can affect how the future missions play out. A good game, but a bit linear.

Have you played Pillars of Eternity? That actually is quite a trip, especially with the expansions.
You get a "base" that you can upgrade, there are so many little and big paths to take...
Personally it was a bit too exploratory for me, I completed it but gave up on the White March expansion (that you need to solve before you finish the main quest, it seems...)
I don't know how the sequel plays out, but at least it has received some praise from gamers, as well.