Past the shooters, in the room with the yellow armour, is a secret door. Jump down in the... er, water, and walk towards the wall. Door opens all by itself.

Use the slipgate inside.

After using the slipgate, you are on a ledge with blue armour. Jump in the water again, and swim under the central bridge. Opposite the big red mark is the entry to a flooded room - in the far left corner is a ramp to some goodies. Take the exit, up the stairs to the left, then in the water and up the ramp.

Exiting from secret #2, you will have the blue key door on your right, and some steps up to the left. Finish the negotiations with the guards, then go up the stairs. On the backside of the middle column a brick sticks out. Push it, and a door opens, revealing a secret you'll need when you open the blue key door.