The tomb of reman emperors is actually the 6th Zone in Sancre Tor , when you exit it
through the only door in and out of the tomb you are taken back to the entry hall.

Once at the entry hall you have 6 possible doors to choose from , you must select the NE
door to return to the 1st zone : Sancre Tor.

Then from that door you must go around the map , since the door out of Sancre Tor
therefore to the Jerall Mountains is postioned at the same place as the door to the Entry
hall except either on Higher or Lower ground so you have to go the long way around to go
through it which might explain why your compass seems to point to a non-existant door.
Unlike other games like GTA the compass dosent show whether or not the door is higher or
lower than you which can lead to some frustration and confusion.