I had to complete the "Through A Nightmare, Darkly" mission using a bed at a lodge because I was busted for stealing after I got the Dreamworld Amulet and it wouldn't tell me how to get back to that room. After waking up after the mission, I am locked in the room with no lock picks and my last save being during the Dreamworld mission. Any way to remedy the situation? Or am I just screwed?

I believe that you must use the bed in that one room.... no other. What room are you locked in? You need more saves than one.... After you got the Amulet, why did you leave?