1. It's fun to play around with and although some people might think that it's not that overpowered, it is. It *really* is. I cannot stress enough how strong a dualled kensai/thief or kensai/mage really is. If you're playing tactics and ascension, planning on taking out the Eclipse party or other extreme challenges I can feel that some "shadowkeeper-buffing" can be justified, but in the vanilla game... it's just sick.
2. Resting my case here untill you've specified what you're gonna make, as a kensai/assassin/mage isn't a valid class.
3. I normally play on Core Rules, since the only thing hard and insane does is forcing you to be more protective since you'll die a lot faster if you start to take poundings. Casters with pro-mw, stoneskin etc becomes a lot more usefull than tanking warriors if you raise the difficulty settings, but apart from that... install tactics or ascension if you want a challenge.
As for soloing through with a kensai/thief/mage, I don't think you'll notice any different. If you're skilled enough to put up defenses with your mage, that is.
4. There are *lots* of mods that ads "other quests and weapons" to the game, you might want to be a bit more specific. Challenging quests or just more? Awesome weapons (carsomyr/sotm-style) or just... more? ^^
5. Exporting from anywhere in Baldur's Gate 1 will get you 89.000 experience (unless you already have more) once you're starting Baldur's Gate 2.
6. As for classing go, I can easily say that a kensai/thief/mage is a *much* stronger combination than fighter/assassin/mage. Going three-way you might actually not want to loose out on so much thief points, and when you start gaining levels with your kensai, getting a decent weapon and a godlike strenght, you'll dish out so much damage you really don't need the backstabbing multiplyer... unless you want to show off
