The bone key can be found sticking out of a wall with two stairways leading to it. There are three or four Cappadocians and two skeleton warriors guarding it.
The other doors that won't open are:
1- the door to the Cappadocian clanleader's chambers, for which you'll need the bonekey
2- the door the traitor's quarters, for which you need a skull that can be found in the clanleader's chambers.
So you see.... one thing leads to another here.
