Any tips before I start the Winter Palace quest? Seems like people had a lot of issues with this one. Not technical ones, just general annoyances.
Do a save early on. Do the whole thing, see what's going on. Then reload and redo it. That is, if you didn't get what you wanted. If you don't care about the sidequests and stuff there's no real reason, if you want to get the 2 collection quests done though you'll need to know exactly what to do. Alternatively follow a guide, though that would spoil some of the events there.
On the subject of schematics, some schematics are set to drop only in certain places or only be sold in certain places(such as runes, potion recipes, bianca upgrades, masterwork stuff). However most of the armor/weapon/upgrades ones are random drops, mostly from chests and some can also be bought. You can only have one schematics for any specific item, if a schematic sold by a vendor is randomly generated in a chest and you loot it, it disappears from the vendor list(I've confirmed that myself). That also means if you buy all the schematics, you reduce the pool of available schematics to drop from chests, which might give you stuff that was missing on the vendor.
For example I have all the T2 schematics I think, I went through several zones without seeing a single one drop(when usually they're relatively common). As soon as I hit T3 areas though, it was schematics raining from the sky again. Masterwork schematics I believe only drop in specific locations, though I'm not 100% sure of that, they could just be very rare as random drops.
If you want to farm all T3 schematics, you'll most likely want to buy as many as possible and leave some chests unlooted. If a chest isn't entirely looted, it resets its content when you reload it by leaving the zone. This means the best way to farm schematics is to find an area with a lot of chests, like these small mini dungeons, open the chests, then only loot schematics(and only if they have another item left in the chest after), then leave them. This way you can farm all schematics fairly easily. If you were to open every chests in the game, I don't think you'd be able to farm schematics anymore, as the droprate on mobs is inexistent/very low.