You have to do a puzzle first to open the Ascetic's Door so you can go through the section to get to the door where you use the key.

It goes the following way (based on my strategy guide):

1)You have to walk a certain path through Destiny's March.

2)Go into the east part of the Sochen Cave Palace and then enter through the east door into Destiny's March.

3)You will need to walk a circle, like a clock, around Destiny's March opening only the doors marked as "Doors of Hours".

4)Walk in a clockwise fashion starting on the east side and then heading southwest, and then follow the hallway around back to the starting point.

5)If this is done properly, this should trigger the Ascetic's Door.