I have this exact same issue. Likely due to the same reason as OP.
1) unlocked the question "the man who waits"
2) went to the sanitarium and talked to warden
3) went downstairs and found the documents in Anzo's room
4) talked to the warden again and was told I could now go through the locked door in the cellar, which I didn't do at the time though
5) I went and did other quests and exploration
6) Returned to sanitarium, cannot open the door in the cellar and the wardan's dialogue is as if I have progressed in the quest.
I had a look around the forum, and while I can see several people with the same problem, I found no solutions to this, nor any developers who have responded to this particular bug either, nor is there anything in any of the pinned topics that is of help.
I checked my save games and I have to go 9 gamehours back in time to find a savegame where this bug hasn't been initiated, and that's just not an option for me.
So what's the verdict to this gamebreaking bug? Is devs looking for a fix, is there a workaround, and what can I do to help to get this fixed?