The door I can't open hides a small room, according to the map. It is on the upper level of the vault, past the big hole in the floor. I haven't found any obvious levers, pressure plates, or buttons.
There is another room on an upper level near the chapel where White Snow was that has some pressure plates in it. One glows white with the helmet on, the others are plain, but the one to the left of the white one seems to do something when I step on it. I'm guessing that these reveal an orb (or do something) if activated in the right order?