Ah, so remember what door this thing is for, the one that puzzling me?
Which one do you have?
There are a bunch of them. Coral, Ebony, Gold, Iron, Glass, Sapphire, Ruby, Ivory, etc.
I think I found all of them in the places they were needed except for the Coral one. That one is for a cave just east of the two farms that are just southeast of Windhelm.