The Heart of Corruption Can't Open Door Cannot open Door

For anyone else encountering this, that door is an exit, not an entrance (initially).

Go back to the market square where all the ghost merchants are. In the middle of the square there is ...well... a square building with 4 faces (4 arches). One of the corners of the middle building is broken so facing that broken corner, turn 180 degrees and behind you there is an opening/exit from the square leading to a location where there is some sort of general behind a locked gate that you open with a wisp, to reach and kill the guys. While the guys is alive he continuously spans mobs. Continue to the left of the guy behind the locked gate and that path will lead you to the locked door from the other side where the red Veil tear is and your boss that you need to kill. From there you can unlock the door, form that side.