The answers won't let me access the door
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You have to go through the Dark Brotherhood quest line. To do this you need to kill Grelod the Kind. She is the old lady at the Riften Orphanage. People will talk about a little boy trying to perform the Black Sacrement, go find him in Windhelm to start the quest. After you kill her and a courier gives you a letter with a Black Hand on it, go to sleep.
You can only open that door AFTER you complete Arentino's quest in Windhelm...
The reason for that is that the door in question is actually part of that questline so naturally it is immune to changes unless you are actively DOING that questline.
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