I've got a quest from a merchant in Lower Ward to take a message into Foundry, guard however is asking for receipt and won't let me in. I think It's some sort of bug because walkthroughs describe one way to get there is to get this quest and guard should open the gate.
What should I do?

Try out all dialogue options, even those which don't make sense.

Finally. Got a receipt from advocate and guard allowed me in.

Although I got in, this quest can't be finished, there's no dialogue option when speaking to Keldor.

Sounds like the quest wasn't properly registered by the game. Are you sure you got it? Can you find it in your quest log?

Yes, it's in my quest log.