LogFAQs > #979441526

First, you need to pick up the main story quest to find the 3rd piece of the key. Then, instead of following the quest, return to town. Follow the small alley next to the shop and look for a blue house, when you get close to the door it will open automatically letting you access the room. This door will not open at any other point in the game, so if you've already completed the quest you can't get in.