I know, this idea seriously lacks credibility. Basically, my thoughts on it are as follows:

I've annoyed people with this theory before, so to those people, i apologize:

Based upon what RJ focused on in the scene, words used, and things omitted, the following factors gave me the idea that the doorway leads to Finnland.

“...pulled open a SMALL door, INTENDING to find his way to the pantry…ONE STEP, and he stopped…”

The Door: RJ hinted at an oddity of the door when his only description was that it was small. it is inconsistent with RJ's descriptive style. if he's describing the door for the sake of environment, he'd say more. Or, he’d say nothing at all. i think the lone adjective silently screams that this is important.

A thought on why the door was small is because it hid a terangreal doorframe behind it.

It is an important fact that the doorway was entered before anything happened. RJ stated that the “Where” was important. Therefore, “Where” RJ had him step is important!

Further, in writing that he took only ONE STEP through the doorway, RJ highlighted that the doorway was the cause of the change of scenery.

ONE STEP takes him to a place where he’s murdered faster than the sound of two syllables. His death was final due to where he stepped. So, what made this one step different from all the others he took?
Well, he stepped THROUGH A DOORWAY. This indicates that the doorway led to a place governed by rules that are different than the natural palace.

Moreover, while standing in the hallway with the door opened, he makes no comment of anything odd ahead--he probably saw a normal room through the doorway. This is a property of a doorframe terangreal. However, one step and things change. If he didn’t see a normal room and saw what he saw one step later, why would he walk in the room?

Thus I think it’s a new doorframe terangreal to replace the recently destroyed one.

Mat comes to Caemlyn. There’s a doorframe there. Hmmmmm.

----consider this
1. RJ writes with purpose and planning
2. The scene occurred so quickly that upon one step past the door there was no time to observe anything else
3. In doing so, RJ avoided describing what lay beyond the door.
4. Why would RJ avoid describing what lay beyond the door?
5. Because describing the surroundings would let the cat out of the bag –
a. If we knew it was a Finn area, first of all it would spoil the *lock threatening* mystery, but that notwithstanding--
b. we’d know the doorway was a terangreal to Finnland.
c. Given that a doorway to FInnland had just been destroyed, we’d understand that there was more of a connection btwn Finnland and Randland---who knows where that discussion would lead us if entertained.
d. Knowing that a doorway to Finnland was just reinstated, we would lose the suspense regarding whether Moiraine can come back and how.