An ability that triggers "whenever you fully unlock a Room" triggers when a door becomes unlocked and the other door of that Room is already unlocked, or when both doors of that Room become unlocked simultaneously.
Meat Locker // Drowned Diner
Some abilities allow you to lock a door of a Room you control. You can't choose to lock a door that's already locked with such an ability. If such an ability requires a target, you can target a Room even if both of its doors are locked, but the ability won't do anything when it resolves.
Some doors have abilities that trigger whenever you unlock that door and require one or more targets. You can unlock that door even if there would be insufficient legal targets for that triggered ability. The triggered ability won't go on the stack.
Magic: The Gathering · ™ & © Wizards of the Coast · Illus. Sergey Glushakov
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