Where is the key to the gate under the prison? I'm down there and no place to go.

The key to Margarita's cell? It's with the boss man. You need to go up and defeat the hunters, and he will come out to play.

Thanks for the original response but I need to open the gate in the sewers to get up to the prison itself. I can't find a way out unless I use a saved game.

You don't need any key to get into the prison. Follow the sewers until you get to a point with a light coming from up above, and climb up into the break in the wall -- you'll see the hunters. That's your way in.

Thanks, it was so obvious but my torch hid it from me.

That's why I use cat doesn't work every where but works in most places. And has a low toxicity as well.

But the torch looks so good ! ;)
I really don't like using the Cat either simply because I love how the lighting looks in this game.

Well yes I had forgot about that there. I only need to finish the Final preparations quest and then I'm done with the first full play through of the game. Not sure if I want to start through with a regular new game or go it on the New Game +.