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I found some letter on the boss of the Orc Stockade which granted me access to the slaver city.
Are there any other items I should keep as they can prove useful later on?

For example, I found a voucher for a 2000 gold bonus at the orc stockade again (remember, the ambush with some salamanders). Is there any place where I can give it in order to cash in the money?

All quest items that you'll need later are not destroyable. Stuff you can destroy by dropping it on the destroy-button in the inventory isn't important. As for the voucher, I think you could give it to one of the bandits on the lower map of the orc stockade but he attacked you with some salamanders anyways iirc.