So I took the bait and got trapped in Fort Grief looking for the orc's axe. I managed to kill the final guy (with little bit of Argonian trickery, I pushed him into the water and under an overhang so he couldn't breathe). Now I have the final key and can leave but there's still a door at the front that's only openable by key, but I can't find it anywhere. Anyone know where it is?

Wow its just like the find my ring quest.

The door is just on the inside of the entrance to the dungeon, to the left.

The key you got from the last guy is fake. Go outside, and, after a short cutscene, the man who started it all will give you a little humility.