So, same issue here.
I've beaten Pontius Pirate and the Source-mutated spider, but haven't found* a way behind the Cove Harbor door. Maybe DustinMcMahan confused it with the black door for which Pontius drops a key?

*I am able to teleport behind the Harbor door by using Wolgraff's scoundrel teleportation-ability, but I wonder if that's the "intended" way (assuming there's something like that at all).