I can't get inside the third safehouse. Is this a glitch, or do I have to do something beforehand?
8) Check your map carefully, since there are three warehouses in different corners of Hyde Park. You have to visit all three to find the "right one", which is always the last one you check, no matter what order you check them in.
BTW, if you back out quickly, you can avoid fighting in the first two warehouses, even if it seems you are sucked into the fight.