The only problem with this adventure is that there's too much hype. It's a perfectly serviceable story . . . for Oerth, but I get the feeling that when you set it in Sigil, when you involve Aoskar, the dead god of Portals and the Lady of Pain's only true rival for control over the nexus of all realities, and when you establish a millenarian backdrop to the events in question, then you're kind of obligated to make the story something that can break through even the Cage's jaded exterior.
The premise goes off the rails almost immediately. See, there are these four magical doors that appear for only a brief period every five hundred years. And already, you know that what is behind those doors is a Big Fucking Deal. But Sigil is full of magical doors that are constantly appearing and disappearing, and many of those lead to things that would be a Big Fucking Deal anywhere else in the multiverse. Sigil has a backdoor straight into heaven. That's the level of BFD that we've got as our baseline here.
Now, let me spoil the very end of the adventure, what happens if you fail and the body-stealing villain gets away. "In Sigil, Lathuraz turns the Society of the Locked Door into a true army and leaves before the Lady of Pain notices his presence."
The other thing we know about the doors is that they are terribly mysterious. Only a few people know the keys, and many have died trying to discover them. One involves jumping down a pit with Aoskar's holy symbol (it doesn't work if you lower yourself by a rope). Another involves walking into the open mouth of a creature that will eat you if you don't have the right key. The other two are not as thrilling, but still implied to be secrets worth killing for (you can only open the fourth door by piecing together its passcode from messages scrawled behind the other three doors).
And the reason these doors are so hard to open is that they lead to "corners of the multiverse [that] aren't just unknown, they're impossible to reach by any other means." Take a moment to remember some of the weird places we've seen so far while reading these book (forests where the trees are half-snake, an infinite clock with continent-sized gears, a village on a floating orb that is really just one giant mimic) . . . and then prepare to lower your expectations dramatically.
Finally, it's just cruel to make our introduction to this mystery be the last prophet of Aoskar, who hurls himself into a pit to escape the Lady of Pain's wrath, presumably at the guidance of his dead god, because the pit is actually the second of the Four Doors (always capitalized) thereby implying that whatever mystery is behind these portals must have something to do with the murky and sinister origins of the current regime.
What I'm saying here is that it's a great setup for a mini-campaign, but the hype level is dangerously high, even before we finish the prologue.
Living up to that hype was always going to be a tall order, but Doors to the Unknown whiffs it almost instantly. The first two destinations are only trivially unique. Acheron's junkyard layer, where weapons from every reality lay decaying in giant heaps - that's somewhere PCs can definitely go. It has come up. And the deepest layer of Pandemonium, where the caverns close off into sealed chambers that entomb those things the gods wish forgotten - well, it hasn't shown up yet, but when Planes of Chaos described that area, it certainly implied that PCs might want to go there.
So really, when we talk about places that are "impossible to reach by any other means," we're really saying there's no other path to this specific corner of the infinite junkyard or to that specific prisoner among all the other forgotten vaults of Pandemonium. And look, they're fine for a group of level 2-4 (recommended range for the first chapter) or level 4-6 (recommended for the second chapter) characters, but there's no reason to think that they were particularly interesting to the God of Portals, going back however many thousands of years ago this thing started.
The last two doors are a little closer to what the adventure calls for, but each has their own problems. The third door leads to a prime world where high technology reigns and magic is impossible, which is distinctive enough for the whole 500 year cycle, but it's ruled by a Modron and has been socially and scientifically static for several cycles. It's only really daring in the outline. It poses no threat to the setting and no temptation to the PCs. Any of their devices will break 1-4 days after leaving the plane.
The final door is potentially the most promising. It leads to a "higher reality." That's what started the whole plot in motion. A thousand years ago, a pair of perfectly ordinary brothers emerged from the door and discovered a world where everything was like a dim shadow of existence. Their greater reality offered them incredible power over the new world, and one of the brothers went on an unstoppable spree of conquest, until the other brother risked his own life to stop him. Both wound up sealed away at the end of the last cycle, but now the evil brother wants to return to "hyper reality" to recharge his powers and the good brother is so seriously wounded that all he can do is direct the PCs to the three artifacts that are spread through the first three doors that will allow them a chance for victory in the fourth.
You may recognize the evil brother as Lathuraz, the guy who runs away from the Lady of Pain if the PCs fail.
A big problem is that the book gives us concrete stats for these Mercurials, and they are not nearly beefy enough to be that much of a threat. They've got 14 hit dice, 0 AC, 20% magic resistance, and their most damaging attack does 1d12+ 2 damage (save for half). The text spends time building them up as this great threat, but a Solar Aasimon will eat one alive. It's hugely intimidating when we learn that our weapons aren't real enough to do them harm. We're like shadows to them, and no threat to them at all. Then, you read the stat block and it says that "enchanted weapons deal only temporary damage" and that's not the same thing at all as being notionally invincible. A +1 weapon can't kill him, but it can knock him into insensibility as many times as it takes.
Plus, their greatest power - the ability to cast Wish once per turn, is exactly backwards. It only works in hyper-reality, when in fact it should work everywhere but. The Mercurials are so real that even their dreams seem real to us. The way I'd handle it is to give them commoner stats in hyper reality and the invincibility and reality warping powers in ordinary reality.
Also, I'd just skip the bit where they can vomit up their internal organs and shove them in another body, hollowing it out from the inside and driving their skin and bones around like a mech. That's just gross and unnecessary.
Oh, yeah, and the homeland of these Mercurials? It's an isolated region of Mount Celestia. Because AD&D is allergic to mystery.
The most frustrating thing about Doors to the Unknown is that it's actually a good adventure . . . for literally every fantasy setting except Planescape. Mysterious doors appearing every five hundred years ago is the sort of plot that demands an out of context problem, but Sigil, by its very nature, exists in every context, so the only authentic way to approach these events is to be destructively jaded, and the adventure simply isn't robust enough to withstand that level of irony.
I can think of a few ways to fix Doors to the Unknown, but they'd involve hacking it into unrecognizability. Maybe take this whole "reality levels" business to heart and have each of the doors lead to an alternate Sigil that exists at a particular reality level. At the very least, what this adventure absolutely needs is a detour where the PCs visit a lower reality, where they have invincibility and wishing powers, so that they may be tempted to try the same sort of imperialist tourism as Lathuraz (and incidentally get a fresh perspective on how utterly difficult he's going to be to stop anywhere but his home plane). From there, there are a lot of ways you could go with it, but you'd definitely need to get past any hang-ups you might have about adversarial DMing or game balance, because if something is only showing up once every 500 years, it's because it would wreck the world if it stayed the rest of the time.
Ukss Contribution: I really liked the Cortelestials, giant creatures who have portals in their mouths and if you walk in, maybe you go to another world or maybe you get eaten. The one that shows up here is explicitly not unique, but it doesn't say where it goes the rest of the time. Ukss very pointedly does not have alternate realities, but I think they may work just as well if their gates are merely interplanetary.