It's my first time played Baldur's Gate, I bought the EE. - I'm loving it so far.
But I ended up attempting to Pick Pocket a sleeping person, The whole Party started arguing and complaining.
I've done my research and it says that the Morale of the characters can lead to them leaving.
I was aware they might leave, but I didn't want to leave for Nashkel so soon, I wanted to finish all the Side quests.
Now they've said their Farewell and disappeared, so I can't complete the quest to take them to Nashkel.

I found a Female Mage, and a guy looking for his kid (Some kind of Caravan Quest), so they will help me.
But I really want to find Xzar and Montaron since I binded all my Spells I found, to one of them, they also took most of my Loot.

I'm still on Chapter One, and I'm still doing all the Side Quests, I've looked in the "Friendly Arm Inn" but they're not there.

Please help me guys', or maybe some Tips.

Thank you. :)

Xzar and Montaron want you to go to Nashkel soon. If you don't get there soon, they will complain. When the last timer expires and you still haven't visited Nashkel, they will leave for good.

This is how it works for companions, generally. Some of them want you to do something or go somewhere within a time window. If for some reason they leave you by their own will, it's for good in most cases.

With regards to the party arguing and some leaving, they likely did so because your act of pickpocketing led to a drop in Reputation. Good characters will leave if your reputation drops too low, and likewise Evil characters will leave if your reputation grows too high. Because it's generally a lot harder to raise reputation than to lower it (killing "innocents" drops your reputation by a whopping 10 points), if you want to keep a Good party together you'll have to refrain from being a "rotten, no good Thief". At least, until you're good enough to never get caught. ;)

Some tricks I can share for continuing your larceny while still remaining high Rep: People will only call the guards if they CATCH you stealing. So, some ways you can avoid detection are by waiting for commoners/nobles to leave the room before you steal, shutting the door behind you, using an Improved Invisibility spell (lets you loot in plain sight!), or by Charming any visible commoners (use this method only as a last resort, because they will turn hostile after the Charm wears off, which means you can't ever enter that house ever again without them going hostile and calling the guards).

Far, far more likely is what the second post indicates: OP specifically said they were doing side quests and delaying going to Nashkel, so Xzar and Montaron got tired of waiting for their quest to take precedence and left the party.