If a rogue companion offers to open a chest that you've clicked, then that chest *is* locked. If your rogue then doesn't open the chest, it's because s/he lacks enough lock-picking skill to do so. Some chest are harder than others. (If a chest isn't locked, there would be no remark from a companion.)
I'm having kind of the same problem. Everything works except I can't open the one chest I've found so far in the Origin/tutorial area. The chest is unlocked, I can highlight it, and sometimes when I right click on it my Dwarf says "it shall be done" or something to acknowledge that he's receiving the command. He just doesn't open the chest. So far he can do everything else - right click on the ground to move/talk to people/fight/loot corpses, left click to choose dialogue options/access menus/pick up codex. I just can't open that chest. I know that one doesn't have anything super in it because it's in the tutorial, but I'll be upset if I can't open any chest in the whole game.
If a rogue companion offers to open a chest that you've clicked, then that chest *is* locked. If your rogue then doesn't open the chest, it's because s/he lacks enough lock-picking skill to do so. Some chest are harder than others. (If a chest isn't locked, there would be no remark from a companion.)
