I just got this quest, but this time the after being given the quest to find the priest, the front door is locked. I need a key to get out, is there one?

It's definatly not on the dead body, or with Molag Bal.

It should have unlocked after the sequence at the shrine. Reload your save and try again.

Unfortunatly all 3 quicksaves are in here, last hard save was over 2 hours ago.

LOL, damn son...uuummm, do you have pc?

Re-read the objectives of the quest.
You may be missing something (even if it's optional).

I've had a similar problem when the game doesn't "know" I completed the task unless you take all inventory items with you.
Specifically, in more than one quest where I have to "read a Journal" or "find a Journal" I have to fisically add it to my inventory for the game to let me move on to the next step. I found this out because I would open the books and read them, but not press "X" one more time to TAKE them into my inventory and the game would just not realize that I already had the information I needed.

So check the objectives, and take all plot or quest related items with you, and this may solve your problem.

(I am on a PS3)

maybe stupid question: but did you already follow to voice to get your reward? you have to follow the voice to get out of the quest.

Yes, i followed the voice to Molag Bal, who gave the quest to find the priest. Doesn't matter, reloaded but from much further back.

I love this game and other TES, but i am finding it very testing with all these glitches stopping me from actually having 1 profile that completes all missions, without a load of stuff stuck in my inventory.