Okay so in beggar's nest, Jermaine (or whatever his name is, guy in barricaded house) has a brother who went missing, Torin, who is supposed to have been last seen in the cult building. But I went there, killed Gulnan and all, and no Torin to be seen. Where is he?

Also in the warrens of the dead, there's a room I can't get to on the first level, with a door that is locked but 'might be open later'. How do I get in here?

torin's body is in warren of dead. search his body fir his ring.

You'll find two ancient keys in the warrens. They will open that locked door. There's a number of chests inside.

To be exact it is in the Northwest area... where Jared the other guy is kept... or if not then the Western Side :D