Later on in Ansilvund Catacombs I found a Master Gate, leading in to what looked as a cage. Lydia could NOT open this one, even if I gave her lockpicks. I managed to open it, you know how it is - sometimes it takes 40 picks and sometimes 1 pick. Inside were an Unlocked chest, which contained 13 gold. Worth it? Nope.
Later on I found another Expert Cage, which was mandatory to open. Lydia could not open it.
Focus:
Should the Expert and Master locks always contain something good? Funny thing is the Door was Master but the Chest was unlocked so the Lock level on the door probably won't affect the Chest of course.
Is Lydia suppose to be able to open locks? If not, why could she open one Expert chest but not an Expert door?