Is it the Vault gate? You have to get the dungeon key from G'Ezzered Ra to open it, if so.
The front part of Skull Castle "loops around" eventually, so you should end back up in the foyer, no matter whether you go west or east. To proceed further, you will need to go forward through the main gates which close behind you. There are other ways out, though...
-Sazerac
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