I am replaying DAO and Awakenings and had the same problem. I found this posting and it helped me to finish Anders companion quest; however, the link in the post no longer exists.
"It is possible after speaking to the elf woman and learning about the warehouse that the warehouse door will still remain closed. Walking near the warehouse door results in Anders speaking a line, as if you had spoken to him, but without being able to enter the quest can never be finished. It is suggested you save your game before getting the quest, and then upon initiating it immediately check the door. Additionially, the console command: "runscript zz_coa_debug" can jump inside the warehouse. However, the looping dialogue and inability to enter from the outside will still exist. "
