I think you're saying that as a joke, but this is exactly the kind of thing I like to see in TTRPGs that can't really happen in CRPGs. It's possible that the invulnerable door could be a thing the party carries around for the rest of the campaign and finds uses for.
A party I was in smashed an "indestructible" huge adamantium door with a ring of Telekinesis over and over on top of enemy opponents. We recovered it carefully after concluding that the door was very durable... but the masonry it was attached to was within our destructive power...
To address the OP, I tinker every adventure so the player have a decent opposition but I will make sure they
get the necessary clue. Which implies thinking of several ways for them to get said clue, and making sure I don't keep a necessary element behind a skill check (that, invariably, the players will manage to fumble). I also tinker to make the scenario more fun for the players. I had a plot with a kidnapping ring in a seedy suburb. Distmantling it was a step to reach the characters goal. For some unfathomable reasons, the players decided, before even learning about the kidnapping, to visit the suburb under the disguise of a poor, homeless family with the halfling rogue playing the role of an infant. It would have been a missed opportunity not to have townsfolk warning them to keep an eye on the baby with all those kidnapping recently, and expecting them to be informed about it by speaking to an official that would have acted as a quest giver. I try to make it so everything the players do have a chance to contribute usefully to their goal.
On the other hand, players should have the opportunity to fail, if they can't think of way to overcome the challenge. It doesn't mean guessing exactly what the author had in mind, it means having a realistic-enough, cool-looking enough solution to the problem. If I had been Theseus's DM, I'd have allowed him to succeed on his silk rope idea, even if I had planned another route for escaping the maze, like constructing a dam to divert a river and flooding the Maze like that other PC, Herakles, did when playing that module about stables.
With regard to the specific points raised by the OP, I think the magic door that can only be opened by a Knock spell is a misreading (by the designer?) of what an arcane lock is. I'd expect a wizard to have arcane-locked doors and chest, that can be opened with Knock... but the spell doesn't make it impossible to open just more difficult. Unless heavily telegraphed, I'd change that in a heartbeat and not have PCs just stuck in front a door they must cross.
It's even worse with the enemy they can't reduce under 1 HP. There is a serious chance of TPK if the players don't flee and don't have enough clues about the situation. At least I'd make it clear from the beginning of the fight that something is amiss, by having the wizard gloating about his protection and making sure the players see that their attacks have no effect. Getting the foe to 1 HP... can make them think he'll get down soon and it would be too late to flee anyway.
Adventures in TTRPG should'nt be designed like CRPG ones -- and even MMORPG would usually have a way to identify the correct strategy when one is needed for a boss fight like the unkillable wizard.
@Retreater and
@Reynard pointed out, rightly IMHO, that sandbox games should not necessary be tweaked so the party can always succceed. That's the point, IMHO, of sandbox games. If the players state, at level 1, that they plan to assassinate each and every ir'Wynarn and reunite the kingdom of Galifar under their rule, it's... fine, but I don't think they should miaculously encounter the king of Breland taking a stroll in a park after sending his guards back so they can conveniently assassinate him. Even if they study his habits beforehand to identify such opportunity. They should gather ressources and get insight on the opposition and build a credible strategy. But in the OP's case, we're, I think, on a lower scale. From what I got, the problem appeared without means for the players to realize the problem. If it occurred while they were assaulting the BBEG stronghold at a much lower level than reasonable (and they had some clues about the opposition they were encountering), I wouldn't change anything. But having the PCs just burglar a house and having the GM say "Tough luck, this old crone is in fact Baba Yaga in disguise. You're dead" isn't fun for anyone. It's not tweaking the game to make anything achievable right now, it's tweaking the game so the PCs can get an idea of the challenge level and manage their expectations.
