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.