Is is worthwhile to have one character with ECL?
No, being of a higher level is usually better than any benefits the ECl races can give you. That said, you can still finish the game with one or several ECL characters, if you want them for RP reasons or whatever.
Do I need a caster? Is it possible to finish all quest with ranger/rogue, swashbuckler, fs/paladin and bard/rogue with lots of scrolls from NW wizard enclave?
Well, bard and FS (and to a lesser extent, paladin and ranger) are casters, but I guess you mean offensive casters. No, you don't -need- any, though they can be useful to have around for some fights.
What do you think of:
party 1: bard/rogue, sorcerer, druid and cleric without any henchmen (is druid good as leader on overland map?)
Sounds fine to me. As I-Raps said, druids lack stealth, but you can buy a couple of +hide items in the first town. Coupled with half ranks in hide, it should do the trick. Or you could always take a level in a class with stealth.
party 2: bard, warlock, cleric, swashbuckler/rogue
Swashbuckler doesn't get much after level 3 and you may be a bit slow on the OLM (no class with survival or speed increases), but other than that, it looks fine. Warlocks are one of my favourite classes in SOZ because of their infinite casting.
If you're set on taking a bard, you probably don't want another arcane caster... BUT you MUST have a fighter type (paladin, barbarian, or ranger will do) or you're wasting your bard's best ability (Legionnaire's March). I'd ditch the sorcerer (party 1)/ warlock (party 2) and bring a swordswinger.
I disagree, somewhat. You don't get LM until level 18 (more if multiclassing). By that time, if you ever reach that level in the first place, the module will be over or nearly so. Besides, a cleric or FS with Divine Power will work just as well.