1 - Wilderness 2.b has always been a favourite of mine, after Abots Water Life and Where are the birds Going. It doesn't add more monsters as much as it expands on the vanilla choices with more life cycles and natural behaviour. Abots mods are good. Here's a hint if you use them. Find a emperor crab or whatever they're called, and click on it repeatedly. It will teach you respect!
Wilderness - > http://mw.modhistory.com/download-46-10045
Abot's Waterlife - > http://www.nexusmods.com/morrowind/mods/42417/?
Abot's Where Are the Birds Going ->http://mw.modhistory.com/download-37-9808
2. There is a keyring mod, but it doesn't seem to be for lockpicks .
Keyring - > http://mw.modhistory.com/download-80-13225
3. Leveling up your character and getting better equipment will do this. No mod neccessary. If you're having that much trouble, turn down the difficulty in the game options.
4. Kind of. In game you can enchanted weapons with "damage health" and, if i recall correctly, poison. If you use Morrowind Complete, you can make poison and apply it to projectiles. I think that's it, but I may be wrong.
Morrowind Complete - > http://mw.modhistory.com/download-69-6034
NOTE: Those links may not be the latest versions of those mods. I grabbed them off of Modhistory, and, as helpful as that site is, it's next to IMPOSSIBLE to know if there is a later version, since they can be separated by pages, even if you search them by name. I let the mods know and got the basic reply of 'lol don't care." So, yeah. I hope that is helpful for you.