99% Map: How to Open the Doors
You need the Broken Key. The Confessor, who removes your guilt, will give it to you once you reach the final boss. Well, that’s what is supposed to happen, but I didn’t receive it when I spoke with him.
However, you can still buy it for $6,000 (?) from the vendor in Forlorn Patio accessed via Streets of Wakes. He sells items that you might have missed if you messed up a quest line.
The other room you might be missing is the right-hand door in the Chapel of the Five Doves that allows you to access a second ending.