The solution is that the murder victim isn't stabbed in the room, he's stabbed outside it, but doesn't die at once and he walks into his own room and locks the door. This is resolved when the detective finally realises why someone tried to get rid of a copy of The Life of Empress Elisabeth, which could give the murderer away on account of the fact that she died from being stabbed, but walked about a bit afterwards and took a while to die.
The reason that any alert reader should get this is that they should grasp that the missing book is not just comic relief but part of the plot, and go and look at an encyclopedia entry about her. The reason I ought to have got it was that I had spent that week listening to my Christmas CD of Elisabeth das Musical highlights, watching YouTube vids of the musical scene in which she dies, and written a fic about said death. A fic in which I'd included a joke about her keeping Death waiting...
Oh well, you can't win 'em all.
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