Klaus doesn't own those stolen mail shirts! Of course Arnst can have one.
Altdorf is the next destination for sure. Max can hire you and spend loads of money buying equipment for you! I think Arnst should suggest becoming Max's bodyguard though, since he'd never think of it himself.
Here're the bodyguard stats:
Advance scheme:
WS+20
S+1
w+2 (you've already had those)
I+10
A+1
Skills:
disarm
specialist weapon: first weapon (knuckledusters, garrotes, things like that)
street fighting
strike mighty blow
strike to stun
very strong
Career exits:
bounty hunter
footpad
mercenary
outlaw chief
social status:
class D (but feared), roll 4d4 for standing.