At first I though it was Anno <insert number here> but it isn't. Don't know, dammit. But the game seems familiar to me.

It's not familiar to most people. Which is partly why I chose it. It's an RTS in the AoE mould. But it has something of a novelty unit type that sets it apart.

Is it Paraworld?

Yeah, you got it. Your turn.

Ok. From a relatively new one to a very old one...

African Safari. Here's proof.
Next riddle. Screen was cropped to hide easily recognisable interface.
I love the game but this particular level I played only once. And I will never again 0.0

It reminds me of Thief (ehm, your name, almost) but I'm sure it's not that.
=(

Thief: Deadly Shadows - Robbing the Cradle?

Yep, it's Shalebridge Cradle.
GoliathSK was close but denied his own answer ;)

One word:
Failure.

New game, luckily the watermark hid the name of the characters so you can't just google her name :P

That's one mean placed watermark indeed :P
I recognise the game but I'll pass this time.

Freedom: First Resistance?

Correct.

Sorry for the cropped screenshot, the GUI is quite distinctive and takes a third of the screen ;)