I decided to make a second basemant for Heljarchen Hall in Hearthfires as a library but when I have connected the stairs to Heljarchen Hall (on the opposite of the other 'door' that leads to the first basemant) but after I've saved the file it is not showing up in my game: the cellar entrance is not vissible in Heljarchen Hall at all.

Wrye Bash does recognize it, and it is marked under Data Files. I also have changed the load order that the file appears above that of Hearthfires just to see if that makes a difference, but to no effect.

I don't know what to do now. Does anyone has any idea?

Did you do what I did and make your mod in the wrong Hearthfire house? I made a kitchen in what I thought was Heljarchen, only to not find it ingame. I located it in Winstad. The CK names are confusing, Heljarchen interior cell is named with 'Pale'.