(via splinter:dots)I started playing today and made it to Arnika, so I am gonna reply now before I forget... This is not a spoiler, but mainly what happened to me...
I headed the same way u guys mention...I reached the teleporter and made Myles (the rogue that greets you upon entering Arnika) pick the lock. He had 37% lock picking...and like 8 tumblers to handle...after trying for long I had to use knock picker and found after 3 tries with the spell I could hold more than 3 tumblers at once (4). I tried for around 5 mins to lift the rest and finally did it. Not much thrill...since there is nothing on the other side...However, I came up and talked to the clerk, the bank employee, I tried to find more info on the door I just picked, to provoke a reaction. Nothing. I leave the conversation and she suddendly became hostile...summoning guards. I had to bash them all to death including the woman...whom gently handed 2500 gp upon dying...shame I canīt make deposits in that bank anymore... bah...the vaults werenīt safe any ways 
This had no influence on my relationship with police officers patroling the city. I have yet to check with Traiman in the HQ to see what happens.
Damn combat...monsters popping outta nowhere are ANNOYING...and my inventory is filled with unique items I cant find a proper use... 
Hope this helped.