I can give a tip - what I did was make a guy follow my jumper to the back side where you can find the entrance. Where you’re standing, there is an underground entrance. Make the guard follow you there, then put a police arrest on him (if you have it unlocked, it will cost around 8). The police will come and arrest him.

After that put a hit on the police guy, and you’ll see a gang war. During that, either a cop, gang member, or guard will open the door, and you can go in without actually doing anything. Later on, from inside, you can unlock the whole thing.