Thief pretty much defined the stealth game genre, at least it did for me, where it's game over basically if you try to go all out on enemies. I may be wrong but I don't believe cleaning a level of enemies is the way forward in later levels.
For the rest, you're limited by supplies you buy or find but I believe it's possible to clear mostly everything if you don't miss. I know because I found myself running around the entire map to find the remaining 1% of the loot goal
I can't recall if they're in Thief 1, but in Thief 2 at least there are guards with helmets which are immune to the blackjack, but afaik none of them are immune to gas arrows/mines.