That steel door you're talking about is something you open from the otherside.... which means you probably haven't been through the entire castle. Make sure you've searched the Prince's room very well...As for the treasures, that sounds like the deposit treasure room. You cannot enter there. In the King's chambers you'll find a chute into which you put the deposit slips (which you find throughout the castle), and each brings assorted treasures up.
I know there are a few deposit slips in the Constable's safe, and I think the other one is in the Queen's chamber, although I could be mixing that up with something else.