After walking around in Castle Cimmeria seemingly for ages, I consulted a walkthrough and read that I should pick the lock beyond which the Unicorn statuette is located. However I never cared for upgrading my Rogue skills and (there was no part in the game prior to that where it was mandatory), and even with the Master Axe, the best I can get to is 3.
Is there any key for this door, or am I at a dead end? (obviously I won't sit here throwing objects for 2 hours straight to get my Rogue skill to 4, if the statuette cannot be obtained in any other manner, this is a serious design flaw)

Yes, you can edit the save files with a hex editor. I found this page which describes exactly where the character's levels are:
https://technfun.wordpress.com/2007/12/18/lands-of-lore-throne-of-chaos/

Quote: ** SPOILERS **

There's another annoying spot which caught me out once. At one point in Castle Cimmeria, to obtain a key you need to put some specific objects in alcoves, one of which is a herb. Unfortunately I had used or thrown away all my herbs at that point (inventory space can be a premium in that game) so I was completely stuck as there is no way to backtrack out of the castle.

Thanks for the help. Playing these old games now really shows how not everything was as perfect about the good old days as people tend to remember it through nostalgia-glasses... I really enjoyed this game up to the end, but I think without a walkthrough I would have given up somewhere in the Urbish Mines. Also, I think its kinda disrespecting your time to let you play 13 hours with a game without telling you even once what things wou will absolutely need at the end, unless it was an oversight by the developers, which I doubt.

I think things were different back then. In the early days of gaming, the developers liked to make their game a challenge. Gamers mostly had a different mindset back then and games were a lot harder to win. Or, a bit more cynically, maybe they wanted to sell more cluebooks :)

These days the gaming industry is much more competitive and also open to much more casual gamers. Most people don't want to think too hard and expect a simpler experience, with tutorials, quest guidance and protection against making the game "unwinnable". Otherwise they will simply move on to the next game.

Update in case it may help someone later.
I didn't need to use the hex editor (I hate to cheat : ) ).
I backtracked to Upper Opin Woods (to my mind, it seemed like it's going to be a LOOONG slog, but actually it took about 10 minutes); somewhere in the middle of the map there is a chest with a jade necklace which gives +1 to your Rogue skill. This and the Master Axe together boosted my skill to 4, and this is enough for any door (though sometimes you have to try for about 15-20 times to succeed).