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When I start BG1EE as Fighter, I can only spend two slots per weapon, though fighter should be able to get up to five? Same if I start with Archer, who should be able to get grandmastery in longbows, I can only spend two points there. Is there a level limit I need to have to spend more points?
This question / problem has been solved by advowsonimage
Yes. Per Weapon Proficiency:

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At level 1 on character creation, fighter classes cannot allocate more than 2 slots per weapon type or style.

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If you play a class that has a cap higher than 2, you may spend your third and later points once you level up. Unfortunately, since you were forced to spend all your creation points at creation, you will need to reach level 3 to get your first new proficiency point, which you can then spend anywhere. Levels 6 and 9 will each award another point, finally allowing you to reach 5 pips in a subject where you spent 2 pips at creation time. The linked Wiki article also has a per-class-group table showing when you acquire additional points.