when i got in i saw a video in which the third Marked one is killed by some orcs. I dont remember if there was any locked door. Try to unlock it. If you can't you are not supposed to open this door yet.
You are in the jail, right? That is a dead end, with nothing to do there but kill the executioner and maybe talk to the cow thief. There is another entrance in the sewer, south of there, to the castle treasure room.
Yes I'm in the jail area. Dead end? Damn! To the south of there? I thought I had checked everything out in that underground. I even found two secret tunnels. I'll keep looking thanks. If you have a screen capture that would help in case I don't find it.