Hello! I've been stuck on the same part for a bit, so i thought I'd respond about it. I currently have winding key, note 1-2, along with the warehouse key, the library key, and a silver key. I'm not sure what to do, I'm currently looking for a light to get up to the fourth floor, as I've already been to the third.
Oh cool! First get the axe from the wall on 2nd floor and go in the garden to cut the tree trunk, obtain the planks and put them to cross the floor on floor 2nd. In that room you'll get a rope. So, if you got the third note too, go back to the warehouse. There will be a hidden trapdoor (it depends on the winds puzzle, but you can stumble against it by walking tbh) and you can descend to the cellar to retrieve the lamp :)
Let me know how it goes!