Whether it's script locked, or just been cast 'lock' upon?

A magically held lock can only be opened by the Open spell. Lockpicking and bashing will get you nowhere.

And while we're on the subject, has anyone ever been able to get the Lock spell to work?

I thought I read somewhere that it was broken?

On a side note, how are you supposed to find out that you should say "Shut Up" to Nulfaga's doorman?

I think she tells you at one point in the Main Quest when you speak to her. However, I think it's not until the 2nd or 3rd time (the Unicorn Horn part, maybe?) you consult her, because when you speak to her the first time, she's mad and just says some random gibberish.

I think it may be the first time you talk to her, but it's something obscure like "shut up the door" mixed in with the rest of her babble.

Yes, it's even weaker than the Arena puzzle with the ages of the sphinges. Well, maybe not that weak...but pretty weak.