If you descend down the stairs in the thrall dugeon at Castle Volikhar and walk past the cages to the very end of the room where the rubble is, and take a left there is a giant sewer grate with rushing water under it which looks like one of the ones you can open. I was wondering if you could open it or if there were any other secret passages besides the undercroft? I only ask because Fort Dawnguard has that giant secret cave, so I would expect the other side of DG to have an equivalent.