I've found two un-openable chests and doors, there's the braccus rex chest, and the legion door, both have a giant magical purple lock on them
The legion door? Do you mean the warehouse by the harbour?
That's able to be accessed by talking to the sergeant guy guarding it in front. You then Charm, Intimidate, or Reason your way in. I think you must try to open the door in plain sight before this is doable.