I have killed the wendigo and before ending the level I went back the other way and found a large gate with a skull above it. I can’t get through it though. Melee, guns, axe, dynamite. Nothing blows it up. I can see health behind it so It is obvious there is something back there. What do you need to do to get through the door?
You will need to come back to this at a later stage when you have a rune that gives your melee attacks double damage. The additional attack damage will be enough to allow you to break down the barrier here.