well, go back down the stairs en get back up again, just walk to the front of the door (until you almost like bump into it). It should open itself (can take some time sometimes. If that doesn't work, activate the cheat in the baldur.ini, once you done that, use "ctrl j" (without the brackets just hold control and j key) on the desired location.
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I pledged my vows to Torm - Mirac Honorguard (Undead Hunter)