Yup, those doors are locked and need to be destroyed. I had this mission once, and had intended to kill everyone, but after not being able to find everyone by turn 30 or so (don't recall how long precisely) I instead grabbed all the prisoners and fled. Found a couple more cops waiting outside, but they still weren't all the enemies, so it was still flee for me.
If you've gotten to the bottom, you should know Raynerd is the prisoner in white. When I did it, he was in the eastern most cell, but his placement may be random. Had two gals with pickaxes (because that's all I'd brought, and a fusion torch I'd already consumed all the fuel for) bust the cells open while my others grabbed prisoners and ran.