I'm not sure why, but when I look at the form for one of my doors in an interior cell, and go to the Teleport tab, there aren't any exterior cells in the cell list. The cell I am trying to link a door to is the 0,0 Wilderness cell of the world space SETestIsland. There are wilderness cells in the cell list, but none of them have any door references.
I'm kind of stumped here. Can anyone help?

You need to place both doors.

On one door, open its properties and leave it open.
Then bring the other door up on the 'Render window'.

On the first doors properties that you left open, click the 'Select Reference in Render Window' button. Then double-click the second door in the render window and its now attached.

Thanks