For the castle treasure room sewer entrance, there are stairs up to a room which contains a locked door before you have the quest to rescue Zandalor. After you have the quest it will be open.
If you are trying to get back into the castle itself after entering by invitation (there are 3 quests which will give you one), you can toss a teleporter stone past the guards at the gate. Alternately, you can simply run in; after the guards stop you, pause the game immediately after the conversation ends, and then click inside the castle again. They will not be fast enough to stop you a second time.
WARNING: do not enter the castle this way before you have entered by invitation. If you get in early, talk to the duke and get a quest to find a cat, that quest will be broken when you do enter by invitation, and you will not be able to proceed. The only recourse for this would be reloading a save from before you entered the castle the first time.
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