You need to lockpick skill (resistance is 364) or Zalphoos' Key to access any of the deeper parts of the dungeon.
The different creatures have their own sections and seem to be killing each as the body parts of Drudges can be found in the Reedshark area and vice versa. In the Banderling area (need lockpick or key to access) the Captain drops a Worn Key that can be used to access part of the Sylsfear Dungeon.
A Scribbled Note is on the floor of the room with the undead just near the portal drop. You need lockpick to open the door (resistance is only 40).