I'm playing GMDX 9 and I don't remember Vanilla but is it normal to be extremely strapped for lock picks? Like I can't lock pick most things even though I specialize in it because I have no lock picks BRO.
It's normal, and it wasn't like that in Vanilla.
In vanilla you got enough lockpicks to basically pick your way through the entire game on Trained lockpicking. With GMDX, you really need to get to Master if you want to pick every closet in every mission. If you only lockpick occasionally, you should be able to get away with Trained, but I would recommend putting more points into it.
What is your lockpicking level?
I think I have it at trained but I don't think even having it higher would have helped, there is almost like no lock picks. I haven't had much in the whole of Hells Kitchen. There is so many options to use them that if you use them on the wrong door you wont get much anymore through out the level. I'm not one to reload either so it kind of just makes it a wasted skill.
Skill level will make a VERY serious difference.
Trained is NOT GOOD ENOUGH if you want to do a significant amount of picking.
This is off the top of my head, the numbers might be wrong, but the principle is the same. A door at Trained will take 1 pick per every 10% of skill. So at 55% it will use 5 picks! At Advanced it goes up to 20% per pick, so it will only use 3. At Master it's 50% per pick, and with the Locksport perk (This might only be in vRSD, I can't remember) it's 100% per pick.
I find getting Advanced lockpicking right at the start of the game will allow you to basically lockpick everything as long as you pace yourself and skip some of the bigger/harder safes and chests.
Vanilla Deus Ex usually kept locked doors at a very low level, usually around 20% or so, so even at Trained you could basically pick your way through the whole game. That's not the case anymore and for good reason.
Being able to pick through pretty much anything with 1-2 picks makes all the difference with how few lockpicks there are.
Why don't you try levelling lockpicking rather than just blatantly ignoring advice, and see if it plays any better for you?