Just because the notion of different pictures don't always "mention" the spatial degrees of freedom does not mean that the state is independent of the spatial degrees of freedom. In fact, the emphasis on time in these pictures is because, in the context of non-relativistic QM, the theories are based on the Hamiltonian, which is the time-time component of the energy-momentum tensor.
In different scenarios where one is more interested in the spatial evolution (say along $z$) of the state (like when a quantum state is propagating through a random medium) then the system is modeled in terms of the propagation operator, instead of the Hamiltonian. In such a scenario, the different "pictures" would specify whether the state depends on $z$ or not.
All these pictures are formal devices to aid our calculations. The physical system that is being modeled by these theories doesn't care in which picture we model it.
So if we think of the physical system for multiple quanta of some field, and we want to model it with a wave function, then that wave function will depend on all the degrees of freedom, both spatial and temporal degrees of freedom. As @KenWharton correctly mentions in his comment, we can write such a wave function as $\psi(\mathbf{x}_1,\mathbf{x}_2,...,\mathbf{x}_N,t)$ for $N$ particles. What such a wave function represents is the probability amplitude to find those $N$ quanta at the all those positions at time $t$. The modulus square of the wave function gives probability density.
The term "non-locality" is ambiguous, because it can mean different things. Sometimes it just means that we can measure correlations at different points in space. Such a situation can simply be explained as the consequence of some event that happened in the past and then propagated to those to points. However, it can also mean "spooky action at a distance" (an action at one point instantaneously causes an effect at another point) for which there is no scientific evidence. Entanglement does not imply "spooky action at a distance."
The basic concept of entanglement is well understood (excluding all the different interpretations, which is not really science). However, there are numerous consequences that is still being researched actively.