no that door is the spawn point when you start a new game. notice that when you first start the game you go downstairs.
yosefka would be on the door behind you when you start the game but it only says "locked" she directly isnt in the demake
I know what you mean. But think carefully. When you woke up, there is on your right that door that say "locked". BUT when you go in the hunter dream and then you return there, that door can be opened and you can go upstairs. Upstairs there is another door that say "the door is closed to the other side". Try to see it for yourself starting a new game :D.