I’m telling them they can’t open what they absolutely know is a door.

划线部分为“嵌入式名词性关系分句”，作 open 的宾语。其中，they absolutely know 为嵌入部分，what is a door 为 know 的宾语从句。

what=the thing which，去掉嵌入部分，本句等于：... open the thing which is a door.
又如，you think 为嵌入部分：

Say what you think is most urgent.

拣要紧的说。

《新英汉大辞典》

Just do what you think is right.

做你认为正确的事。

《牛津词典》