Grimrock

Which locked door, by the way? The one with the skull lock at the bottom of the stairs (the level below the blue gem)?

That needs a skull key which gives you access to a room with the round key, which you then use to close the trapdoor to get to the blue gem. But that room is irrelevant now as you got the gem by following a different course of action! The skull key in question, if interested, is in Hades behind a locked door. You complete Hades, as you have already done, by placing the essences FIRE, EARTH, WATER on the statues in order to access the tomb of ARES, collect the armor, then place the gauntlets in the alcove with the fire ogre. Once you complete the challenge in the chamber, it opens two doors. One contains the meteor hammer and gold key. The other, located outside, contains the skull key. But you have bypassed this bit so this key is irrelevant. There is nothing else on the Hades level that you've missed, so don't worry

The third pressure plate is to the north of the ones you have discovered, across the river. Jump into the river by the underwater spike traps/gate and head north. You will see a ladder . Climb it and leave the river. The plate is located in that area.

You're quite right. You need a sword and shield to put in the alcove. You should have come across a sword on the second level "Lair of Arachne". In the room with the switching teleports (the room is marked "SUPPLIES", and is to the left of the stairs as you come down from the first level), there are six chambers with locked doors. You set the levers in the room to open each door. A sword is in one of them. if you have mislaid it, then you will have to find it I'm afraid to proceed (hopefully not!)