I've received the key from Lamond but when I go back to the dungeon, I can't unlock the storage room to bypass the guards.  When I mouse over the storage room door I get a spyglass icon, the door itself can't be unlocked with the key.  I'm not sure if this is a bug or an oversight on my part.

 

 

You get a "spyglass icon"? Not a magnifying glass icon?

 

Note that some doors can only be opened from the other side using some sort of lever.