I am having this problem also.  It's a main door rather than a side door, but I did place another main door first in case it just wasn't letting me delete the only one.  To be clearer, I can't actually select the door either

In my case it definitely was not.  There were other doors in the building anyway so nothing was unreachable if I deleted the door in question.  I just happened to have changed my mind about where the door should be before I came to extend it and add rooms.  After I found out it was unselectable, I experimented with random things to see if anything would free it.  One of the random thing was to enlarge the building around it - which is why there is a wall outside it now.  It was not like that when I began my efforts to move or delete it.  The characters are able to walk through the wall as if it is not there, and I can't delete those two extra tiles of building after placing them.  I would have happily demolished the whole building and started over but there doesn't seem to be a way to delete buildings

This is mine

Here is a still from the vido linked by the OP