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So, the manual says it takes lockpicks (got them), skill (current level 2 lockpicking) and to use right and left mouse buttons. I can enter lockpick mode, but right mouse exits it and no other keys seem to do anything. Current keybinds are the defaults and I am just stumped.

Turns out it's left and right movement not mouse buttons. By default those are "A" and "D" keys.
Post edited June 11, 2015 by xanmimir
This question / problem has been solved by helpo1image
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xanmimir: Turns out it's left and right movement not mouse buttons. By default those are "A" and "D" keys.
Yes, it's A-D.

Plus a tip (but you've surely got it already), the numbers of left/right moves in one chest are always equal (2L/2R, 3L/3R or 4L/4R).