Mercer had the Skeleton Key. Which grants uncanny luck and the ability to open any lock to whomever possesses it. With the exception of the player, of course. So he opened the door with his key and the Skeleton Key or something along those lines.
To do this, you have to get your plate, hold it flat and facing you (close to the wall but not touching it, because if you do it will glitch inside of the gate and you can't get through), and then use Whirlwind Sprint into the plate and through the gate.
Track down the Dunmer behind the Guild's misfortunes. Quest Giver:Mercer Frey Next Quest: Hard Answers Reward: Gallus' Encoded Journal, Word for the Disarm shout ID: TG05 Suggested Level: 62 more rows •
If you have already completed the related Thieves's Guild quest, the claw is easy to find (In the final room, near the alternate exit). If you haven't finished the quest, you won't be able to reach it yet — also, the cutscene will make it fall from it's resting place (pictured above) onto the floor.
Just past the trap is a long hallway, the Hall of Stories, and at the far end is a claw door. Fortunately, the enemy faction has found the Ebony Claw needed to open it, and it sits next to a dead soldier right beneath the door.
Skyrim:Snow Veil Sanctum Nordic Ruin: Snow Veil Sanctum (view on map) Clearable Yes (see bugs) Dungeon Yes Respawn Time Never (storage is safe) Level Min: 613 more rows •
You can find it by traveling South East of Winterhold and North Northeast of Windhelm. The Main entrance is locked and requires a key to open it. The door is unlocked during the quest Speaking With Silence.
Mercer will inform you that Karliah is hold up inside Snow Veil Sanctum, so lead the way to the door, which Mercer will unlock, and head inside.
The Sapphire Dragon Claw is used to open a door in Shroud Hearth Barrow, and is acquired by completing the miscellaneous objective Investigate Shroud Hearth Barrow. In order to obtain this item, speak to Wilhelm, the innkeeper at the Vilemyr Inn in Ivarstead.