The tavern does not have any locked doors at all, unless you mean the gates to the gladiator pits. If you didn't fight there, too late, you missed your chances(s). The Temple of Lolth has a couple of locked doors, but those will become unlocked if you do all the quests. The Wardstone for the House Jae'llat can be gained only by tangling with Deirex--and be careful, it will only work once.
Deirex is only difficult if you have Tactics's Smarter Mages installed: He's very close to the entrance when you go in, he's quite likely to blow off 2x Horrid Wiltings the instant you see him, and his tower is a party-required area, so you've got to expose your entire party to that. Just Reload until he randomly picks something else to be in his "Enemy Sighted" contingency, and then deal with him as you would any other Lich.
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Volothamp's Comeuppance
Everything you ever needed to know about the entire Baldur's Gate series......except spoilers.
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