Thanks for fixing the paragraphs.
OK, your wife is having an affair with this woman is really confused about the boundaries of friendship and infidelity.
Double locking the door is a way to slow down discovery by you. What's disturbing is that she is willing to risk discovery at all for this. She is and the other person definitely is getting off on this.
If I were you I would put my foot down. She can't have sleep overs and all emotional connections with this woman to this level and be your wife.
if she is exploring a different aspect of sexuality than she has revealed previously to you, she ought to be honest with you and not do this Bsing.
She is not respecting you and her vows.