Have I missed something? I can't open one of the hidden doors in the sewers neither the door to the inner chambers in the cult of the eyeless part of the sewers

btw I have finished the cult of the eyeless quest and killed the beholder

Are you talking about the sewers themselves? There is a door that requires a key.

As far as near the Cult Headquarters, I don't know where you are, exactly.

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Defender for the Light -
Goodness knows there is a lot of Dark out there!! - Where are my matches?!?
Wandering Joke of the Laughing Hyenas
Aquisition master of the Finest of Humours - and the Killer Joke :D

Spoiler
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Without trying to give too much away, the key is in another dungeon (it's called a Sewer Key so you'll know it when you find it)