Just wondering how much I need a rogue companion in this game... because it seems like the other potential party members are better to have in combat generally.

For both Baldur's Gate 1 and Baldur's Gate 2, the presence of a character with Find Traps, Open Locks, and Disarm Traps (all thieves can disarm traps; some non-thief classes can find traps, but then not disarm them) will make life much easier. I believe I have seen claims that the games can be beaten without those abilities, but you will miss out on some optional content, and you will find some mandatory content much more difficult than if you had a thief handle those needs. Yes, thieves are not as good in combat as some other classes, but those other classes will struggle with certain tasks that a thief can handle with ease.

Are there any specific recruitable squadmate characters with more combat strength that can also handle those jobs you mention such as lock picking and all that?

Thieves are by definition less good at combat than Fighters. Imoen is available from the beginning of Baldur's Gate 1 chapter 1, and can serve adequately as the party's rogue. She will never be as good a fighter as a character with the class of Fighter, but she can survive and contribute.

Safana & Hexxat are your best options
Safana because she is there for all of your Bg1 and Sod travels so you get enought points to have her actually kitted and once you reach Bg2 Hexxat is easy more Fighter than most Fighters because of her Vamp-ness

do you NEED a thief = no...especially if you want her to fight on the front line Hexxat is the only one that can do that
a fighter is about hacking away where a thief is more shub a spike up its backside... they are different playstyles

Personally I find Fighter/Thief multiclass as my favourite solution to Thieves being somewhat sub-optimal in combat, since with that combination you get Thief abilities + good combat options with some drawbacks which make that combination quite balanced in the end. For good-aligned parties there's Coran (unfortunately available in Chapter 4, but you can focus on the main story to get him sooner and have someone else to fill Thief-duty until that point) and for evil parties you have Montaron.

Pros of the Fighter/Thief:
- can wear any armor + helmet
- can specialize in weapons (you can put two points, not just one)
- can use all weapons and shields
- get more hit points

Cons of the Fighter/Thief:
- cannot use Thief abilities while wearing heavy armor
- get levels much slower than pure Thief

I don't think that the armor restriction is that huge deal, since you'll be using Thief abilities mostly outside of combat. Getting levels much slower means that you need to focus on the most important abilities, since distributing the points evenly will mean that your Fighter/Thief will be quite meh in all of them (I presonally focus on opening locks and finding/disarming traps).

As for Coran and Montaron I use both as archers in combat (Coran is especially good with bows due to his insane Dexterity and 3 points in Bows and Monty can be deadly with crossbows) and they can both support in melee if necessary.