Yes, the Area will load if you go through the Door, but you obviously need the key for it since you cant enter keydoors without an actual Key, because the area will be unloaded if you dont use the key
so i think the hardest 3D Mario Game to Speedrun is Def Sm64. Mostly Because of the Movement and the Tricks u do (cannonless, Owlless,100 Coins are pretty Hard and Scary like DDD100, TTC100, RR100 and THI100) and its pretty hard to be a good Runner in SM64 cuz u reset so much at failing stuff like getting good 100 Coins or missing cannonless or owlless. I would also say Mario Sunshine is one of the easier games cuz the only hard thing in sms is to remember all blue coins in 120 and of course RNG is pretty Dumb sometimes. But yea sm64 and smg2 are the 2 Hardest games to Learn.