Okay, me again ^^ Now I get how the doors work, and after room 5 I was teleported to some kind of train station. There's nothing else I can do there... except jump off the edge ^^
This is a “Mega Anomaly”, a special type of anomaly with different gameplay that appears every few carriages. In the demo, it’s a dropper.
You just need to jump down, dodge the obstacles and land in the pool at the bottom, then go into the room.
You can also jump with "Space" inside the "Mega Anomaly".