Question about NPC in Certain Area

Warning, Spoilers ahead for >!Sinner's Road!!<

So the guy imprisoned, should I free him? I only have 1 key and I can either free him or unlock the door in the deep docks. I've already unlocked >!the door to Wormways!<. I just got >!the Last Judge !<(RIP to me) but haven't beaten her yet, and may never lmao

In spoiler free suggestions/opinions, where should I use my key?