They work when I use them. I use a bow and stealth kill. It seems to level sneak fairly quickly. Just sneaking around still levels faster, but is not as noticeable.

Lockpicking, I get one level for almost every chest I pick, depending on the skill level required. The multiplier was not touched, so you will still get more XP from the harder chests.

It doesn't work for me. Also the one that levels all the skills didn't level lockpicking or sneak.