I meant the whores will be outside the Red Door, not the hunters themselves. Their whole problem is they don't have time to go down there.
You have to have heard the hunters talking about them, and then you just need to use your purse on "Big Red"--the red head outside the Red Door at night in Tyr.
It's an optional puzzle for rogues though--you're meant to be able to get past them using the thief tunnels, too. So your way was still totally legitimate.