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I want to run a fighter/mage/thief duo with one NPC at a time. Does the GOG version remove the XP cap? What levels can I make it to in Shadows of Ahm and Throne of Bhaal? If you know the answer you rock! Thank you!
Your level depends on your class(es). You'll want to refer to your manual. While playing, I keep the manual on me at all times. It's a good read. :D

If you are soloing a class, the maxes are:
fighter: lvl 20
mage: lvl 20
rogue: lvl 23

GOG's version does not remove XP caps.
Thank you, Tallima.
Actually those are the level caps for vanilla SoA, if you have ToB installed you can earn up to 8 million XP which translates to the following max lvls:

Wizards & Druids: 31

Fighters,Barbarians,Rogues,Clerics,Monks: 40

Rangers& Paladins: 34

If you're a F/M/T exp. is evenly divided over the three classes so that would make a 18/17/22 F/M/T, so no that means no lvl 9 spells unfortunately..

And like Tallima says it's always a good idea to have the tables section of the manual handy while playing.