In the festival zone, there is a door and a sign next to the door saying "The tunnels beyond are sealed shut. Trespassers will be judged as traitors to the kingdom!. And now I really need to know. Does anyone have any idea what thats about?

The door in the fall fest zone is nothing. It goes nowhere, it cannot be opened.

Sure does confuse a lot of people when they find out there's a cave section to the fall fest zone since the automatic assumption is typically that the door in the mountainside would be how you access it (which it is not)

basically Krin is just pranking everyone with a fake door I guess. The door is a Trick.

The door is lore. =P It served(s) a lore-based purpose. But, there really is no other in-game information providing anything additional at this time.

Umbra's Veil is located in the far south-western region of Umbra Forest right against the mountain's edge. There is no way over the mountains, only through the caverns. However, for reasons not yet revealed, access to these caverns has been restricted and, under no circumstance, is anyone allowed in or out of the caverns.

Why do i have a feeling that the door will open during some fest in the future XD

It will probably unlock the next part of the map once they have finished the story, characters, battles, and side quests.