No third option at the Winter Palace

Same thing happened to me on my 2nd time through the game.........I figured out why I din't get all 3 options this time...........I neglected to enter the Empress's Private Quarters where Gaspard's agent is tied to the bed.............this gives you some leverage over Celene..............I opted to use the remaining halla statues to open the door at La Serrrure to select the door with the Warrior icon.........................best thing to do is collect 10 halla statues so you can open both doors as each was 5 halla statues each. In retrospect, there wasn't anything too exciting behind the door with the warrior icon.

Didn't the private room require a rouge? I remember a door requiring a rouge to open.

This part gave me a headache because I spent a long while running around try to find any means to progress and had no clue on how to progress. I still do not know where I went wrong on why my meter was barely half full. i still need a explanation and locations on were those stupid hallah's were.

Apparently (I missed Celene's blackmail room on my first playthrough, and my 2nd playthrough is only halfway through Wicked Eyes) court approval is a factor too, when it comes to available options. 

a tip for you. Save coins you get and drop them in the well and that increases your rating bar or what ever its was called.