I would recommend making a new character for Prophecies, if for no other reason then at least to play pre-searing. Such a nice place
On the other hand, your Dervish does have the significant advantage of having heroes, something that you can't get in Prophecies save for Olias who comes later in the game.
The Dervish profession did not exist in Prophecies so there are no skills for you there. You would have to play through Nightfall to get the ones you want. If you're not already aware, you can unlock non-elite skills with easily earned Balthazar faction and train them at any trainer in their corresponding campaign, and there are some good Dervish elites relatively early in the Nightfall campaign (I think all god avatars are in Kourna).