I have pulled all the chains I can find and the last chain next to final grate into the room doesn't open that grate. It is the one on the right wall just next to the grate and the guy I am supposed to kill is on the other side of it. I don't know if I have missed a chain or I have got a bug.

So isn't that last pull chain supposed to open the last gate?

I'm not sure now, haven't done that in a while. To open one set of bars, there's a side passage to the right behind a spiked trap gate - there's two chains in there and lots of pressure traps. To open another set of bars, there's a sparring room to the left, and one chain you have to pull in there, then another one on a wall outside the room. I'm just not sure which set is the ones for the last room.

If you're on pc and you've done all the chains and it's glitching, you can open the console and use tcl to get through the last set of bars to kill Vendil.

When I got stuck here it was because I only spotted one chain in the side passage / recess thing. It took me ages to realise there were two in there, as Serethil said.

https://www.youtube.com/watch?v=TMO1V_nSH0k

Okay thanks. That was it. I just kept missing that second chain in the recess even though I looked in there about 30 times.

Ah, yeah, very tricksy these devs! Glad you got it sorted.