You should be able to enter the bandit camp before or after reporting the location (though you can only talk to the NPCs inside and do a couple quests before). After reporting the location there should be some soldiers outside, and you can speak to the leader to start an attack on the camp.
The Temple of Doom (at the end of the camp) can only be entered once, but that is also available after clearing out the bandits.
It has been awhile, but I don't recall any doors with warnings if you are not strong enough... In DKS you can no longer enter the quarry tower early.