Board Thread:Oblivion/@comment-6704110-20130223212344/@comment-5074828-20130226005247

If your on the PC, you can unlock the door using console commands. Press the ~ key, then click on the door and then type 'unlock' and hit enter. If your not on PC, theres not a whole lot you can do. You will either have to load a save prior to starting the quest (but you already said you didn't have that option), start a new game, or continue playing the game and the quest will be incomplete. Sorry a similar thing happend to me on my game with a different quest. Best of luck!