There is an option to climb a ladder in the herlo lvl 3 e.nest at stage 3(before you start building the chopper garage, after you needed 25 cinder blocks)
when you stand inside the bed next to the safe.
if you press action, your character starts the ladder -animation an will be outside of the room on the other side of the wall.
also you can use the ladder to the roof, whether or not your house is locked.
all in all, it is possible to enter both rooms of a locked lvl 3 nest.
regards