First, here is the list of shops where you can buy spell scrolls. If there is a faction mentioned in brackets, then you must be a member of noted faction to get into the shop or get access on another basis - infiltrate as an Anarchist, find out that you're former faction member (for Sensates) or get the password from auctioneer (for Anarchists).
Nameless One must receive mage training from someone to become able to use mage skills. Only when he is training for the first time, the trainer will give him a few spells to learn. That means that if the Nameless One has already been trained before, he won't receive those scrolls. The trainers are:
Below you'll find a list of all the mage spells that exist in the game, their code in parenthesis and where to find scroll/item to learn the spell from or person(s) who know the particular spell in entire game. Some spells are special so only one person or a few of them know those but you can't find a scroll or item to learn them from, so those spells Nameless One one can't learn (without cheating). Anyway, you can edit Torment.gam file in the save folder and use the spell code to gain them too, however cheating methods are not the topic here.
If a spell is noted with *, that means that you can loot it from killed hostiles. If a spell is noted with **, that means that there's no implemented scroll or item to learn it from (not even as a cheat), however the game supports having the spell in mage book (?).
(Shame on Black Isle, they haven't implemented all spells planned like in Baldur's Gate a sort of tradition. You can only imagine what these do: Intimidate, Protection from Evil, Seizure, Stinking Touch, Hammering Echoes, Irritation, Ray of Enfeeblement, Bands of Sirellyn, Bewilder, Ghost Armor, Despair, Flamestrike, Improved Vampiric Touch, Fear Aura, Wind Tempest, Wilting, Immunity to Undeath, Maw of Chaos and The Final Word.)
Armor* (SPWI102)
giant skeletons in Mortuary (runes), Mage-in-training in Alley of Dangerous Angles (inventory), Sebastion mage training
Stores: Keldor, Cinder, Quell
Blindness (SPWI115)
Nameless' room in Festhall (container), from Evil Book
Stores: Mebbeth, Cinder, Conall, Splinter, Lady Thorncombe, Quell
Chromatic Orb* (SPWI101)
Strahan's room in Mausoleum (container), Pharod's Vault (container), Nameless' room in Festhall (container), Mebbeth or Sebastion mage training
Stores: Mebbeth, Keldor, Cinder
Fist of Iron (SPWI104)
Mage-in-training in Alley of Dangerous Angles (inventory)
Store: Keldor
Friends* (SPWI114)
Nameless' room in Festhall (container)
Stores: Mebbeth, Giltspur, Splinter, Lady Thorncombe, Quell
Identify* (SPWI105)
Mage-in-training in Alley of Dangerous Angles (inventory), Shilandra (inventory), Nameless' room in Festhall (container), Mebbeth or Lady Thorncombe or Kitla mage training
Stores: Emoric, Mebbeth, Conall, Splinter, Lady Thorncombe, Quell
Magic Missile* (SPWI107)
Trash Warrens (container), Pharod's Vault (container), Lady Thorncombe mage training
Stores: Mebbeth, Keldor, Cinder, Lady Thorncombe, Quell
Minor Embalming (SPWI103)
Store: Emoric
Missile of Patience (SPWI113)
Unbroken Circle #7
Pacify* (SPWI108)
Nameless' room in Festhall (container)
Store: Mebbeth
Reign of Anger** (SPWI121)
only Dak'kon knows it
Scripture of Steel (SPWI118)
Unbroken Circle #2
Seeking Flames (SPWI117)
learn it from Ignus
Shield* (SPWI111)
giant skeletons in Mortuary (runes), Nameless' room in Festhall (container)
Store: Keldor
Submerge the Will (SPWI119)
Unbroken Circle #3
Tongues of Flame** (SPWI116)
only Ignus knows it
Vilquar's Eye (SPWI120)
Unbroken Circle #4
Adder's Kiss (SPWI201)
Strahan Runeshadow when you kill him (in Mausoleum), Vlask when you kill him (in portal hut at Ragpicker Square), from Evil Book
Black Barbed Curse (SPWI202)
learn it from Black-Barbed seed you receive from Ravel
Black Barbed Shield (SPWI203)
can be invoked only (by items)
Blood Bridge (SPWI204)
Dead Nations Catacombs (container), Mebbeth mage training
Stores: Mebbeth, Skeleton Merchant, Keldor, Lady Thorncombe, Kester
Blur (SPWI216)
Stores: SW Hive Merchant, Mebbeth, Cinder, Splinter, Lady Thorncombe, Quell
Greater Embalming (SPWI205)
Curst Prison (container)
Store: Emoric
Horror (SPWI213)
Stores: Mebbeth, Conall
Ice Knife (SPWI207)
Strahan (Mausoleum necromancer), Curst Underground (container), Magazin in Curst Gone (container), Kitla mage training
Stores: Skeleton Merchant, Cinder, Lady Thorncombe, Kester
Ignus' Terror (SPWI217)
learn it from Ignus
Infernal Orb (SPWI218)
learn it from Ignus
Knock (SPWI215)
Stores: Mebbeth, Keldor, Cinder
Luck (SPWI214)
Stores: SW Hive Merchant, Mebbeth, Giltspur, Splinter, Lady Thorncombe, Quell
Pain Mirror (SPWI209)
Lady Thorncombe mage training
Power of One (SPWI219)
Unbroken Circle #5
Strength (SPWI211)
Strahan's room in Mausoleum (container)
Stores: Keldor, Cinder
Swarm Curse (SPWI212)
Pharod's Vault (container)
Store: Mebbeth
Ax of Torment (SPWI310)
Your tomb in the Flooded Catacombs (container)
Store: Keldor
Balance in all Things (SPWI314)
Unbroken Circle #6
Ball Lightning (SPWI301)
Warrens of Thought (container), Magazin in Curst Gone (container)
Stores: Cinder, Lady Thorncombe, Quell
Cloak of Warding (SPWI304)
Store: Cinder
Elysium's Tears (SPWI305)
Stores: Skeleton Merchant, Cinder, Lady Thorncombe, Quell
Fiery Rain** (SPWI313)
only Ignus knows it
Hold Undead (SPWI307)
Curst Underground (container)
Stores: Emoric, Lothar, Cinder
Infernal Shield (SPWI312)
learn it from Ignus (Intestines needed)
Tasha's Unbearable Derisive Laughter (SPWI308) (BWAHAHAHAHAHA)
Store: Cinder
Vampiric Touch (SPWI309)
Stores: Emoric, Cinder
Zerthimon's Focus (SPWI311)
Unbroken Circle #8
Blacksphere (SPWI401)
Ravel
Confusion (SPWI402)
Stores: Cinder, Conall
Elemental Strike** (SPWI410)
only Ignus knows it
Force Missiles (SPWI405)
Civic Festhall (container left to the throne x=1186, y=340)
Stores: Keldor, Cinder, Lady Thorncombe
Improved Strength (SPWI406)
Stores: Keldor, Cinder, Lady Thorncombe
Remove Curse (SPWI409)
Curst Underground (container), Fhjull Forked Tongue gives it
Stores: Emoric, Mebbeth, Lothar, Keldor, Cinder, Conall, Splinter, Lady Thorncombe, Kester
Shroud of Shadows (SPWI408)
Stores: Emoric, Cinder, Conall
Cloudkill (SPWI501)
Stores: Conall, Vrischika
Cone of Cold (SPWI502)
Kitla mage training
Stores: Cinder, Lady Thorncombe, Quell, Kester
Desert Hell (SPWI505)
Ebb Creaknees in Curst Gone gives it
Enoll Eva's Duplication (SPWI504)
item to copy it from can be obtained from Nordom (junk)
Fire and Ice (SPWI506)
Nameless' room in Festhall (container)
Antimagic Shell (SPWI601)
spell is known only by Sebastion, Trias and Transcendent One
Chain Lightning Storm (SPWI604)
Fhjull Forked Tongue gives it
Stores: Keldor, Lady Thorncombe, Quell
Globe of Invulnerability (SPWI602)
Fhjull Forked Tongue gives it
Howl of Pandemonium (SPWI603)
it is known only by Burgher (Tovus Giljaf)
Acid Storm (SPWI701)
Fhjull Forked Tongue gives it
Blade Storm (SPWI702)
Fhjull Forked Tongue gives it
Store: Quell
Guardian Mantle (SPWI704)
Hermit gives it when talk about deva in Curst Underground
Stygian Ice Storm (SPWI705)
from Ancient scroll, Fhjull Forked Tongue gives it
Deathbolt (SPWI803)
Burgher under cart in Curst Gone (Tovus Giljaf), Trias' Base in Curst Gone (container)
Ignus' Fury (SPWI804)
only Ignus knows it
Mechanus' Cannon (SPWI807)
loot Evil Wizard Construct in Modron Maze when you kill him
Meteor Storm Bombardment (SPWI802)
from Ancient Scroll, Dump Caretaker in Curst Gone gives it
Power Word, Blind (SPWI805)
Stores: Splinter, Lady Thorncombe, Quell
Abyssal Fury (SPWI912)
Kitla in Curst gives it as reward
Celestial Host (SPWI901)
Trias gives it when you defeat him
Conflagration (SPWI902)
known only by Transcendent One
Elysium's Fires (SPWI905)
known only by Trias
Power word, Kill (SPWI909)
from Evil Book or Ancient Scroll
Rune of Torment (SPWI914)
can be invoked by own scrap of skin only