After losing my characters because my PS3 went nuts, I decided to create new ones aside from my Nord Dragonborn which I love too much to replace.

I basically want a thief/assassin, a pure mage and a werewolf (my Nord warrior could've been one, but he follows Kodlak's ideals).

Then there are the races. The assassin is clear for me, a stealthy female Nord that would become a vampire later. But what kind of vampire knows nothing about necromancy? So she should learn conjuration as well. But it's impossible because the sneaking skill already is very perk heavy, and I don't want to have my character only finally master her main skills by level 50.

Then there is pickpocketing which every self-respecting thief should be good at. More perks to be used. I could just ditch the TG but it's such a waste to pass up on the Nightingale armor.

It's a whole headache.

I also want a Dunmer character since they have a large presence in the game. A male this time.

I'm more flexible about the third character. Could be almost any race. In total, 2 males and 2 females would be ideal as well.

I keep switching their roles in my head to find a combination where each character covers everything that I want, but without success.

Yes, some people prefer to figure it out as they play but that's not how I like to do it.

Conjuration does not have to be so perk intensive for a little vampiric necromancy. All you really need is the one that increases resurrection duration.

Twin souls is an awesome perk, though. But yes, if I stick to the necromancer side of the perk tree it should reduce the number. In any case, mixing stealth and arcane can be a mathematical challenge. Oblivion's system was much simpler.

I'm running a thief/assassin type (well, restarting, since I had a mod meltdown recently) who will also be a vampire. I'm not finding it perk-heavy, really, and to be honest, I don't see your "must-haves" as must-haves.

For instance, why should vampires be experts at necromancy? Sure, some of Skyrim's vampires can raise corpses, but is that really a necessity, especially for a sneaky type? Some can detect life and turn invisible, too, but that doesn't mean that all vampires must be experts at Alteration and Illusion. My character does invest in Conjuration, but only for bound weapons, and even that's a thematic choice. If I could be content with plain old boring metal daggers and wooden bows, I would have ignored the tree altogether...

Pickpocketing doesn't require much investment to be competent, I've found. A couple of points in the first perk and a moderate skill level will cap you out at a 90% chance to do anything that the Thieves' Guild is likely to ask you to do. So unless you see your character as a cutpurse (as opposed to, say, a burglar or spy or assassin), you probably don't need all the other stuff in the tree.

Lockpicking you can ignore, unless the minigame really annoys you or unless you're focusing on being a brilliant boxman (or boxwoman). My character also has a surprisingly light investment in combat skills (One-handed and Light Armor), because of the whole backstabby thing.

The one thing I am having difficulty leveling up, though, is Illusion, even though I'm throwing out Furys and Frenzys and Calms like a mucker trucker. That skill doesn't ever take off for me until I pick up Muffle. That said, if I'd taken the perks I invested in Illusion and put them in the undead perks in Conjuration instead, my character would probably be a respectable necromancer...

So long story short and no offense intended, I think you may be making things more complicated for yourself than they really need to be. The majority of thief-related perks can be safely ignored, even for an expert thief. Focus on perks you want and that complement your playstyle, rather than on perks that you think a master-of-all-trades thief "should" have, and you'll probably have a lot more freedom in character design.