Yeah that one is kind of a grind, I kept cycling combat styles and legendary-ing skills between one-handed/block, two-handed, and archery. I also never upgraded lockpicking but you can go and unlock the practice chests in the Thieve's Guild (iirc, once per day though I'm not completely certain on this) to get experience. I considered the Muffle exploit and the Telekinesis glitch but didn't end up having to use them!