Export: Unless I've forgotten it all, I'm pretty sure I didn't do these quests before - just came in for the vital thing and was it. I've got the token thing that lets me into the special project room (tip: you can join the Godsmen to get one, but if you don't want to do that, you can pickpocket one from the woman that's walking around the central area) but there's a small one to the left of that that needs a key. I've pickpocketed most people and none of them have this key on them and I just checked a very comprehensive FAQ and that didn't seem to mention the door.

So can you actually get in there, or is it just meant to be mysterious?