Something silly.
Alfred's killer entered into the Dark Room by entering through the window where we looked inside, killed Alfred, and then escaped through either the window or through the door (or hid in the secret passage way).
Alfred's killer broke/removed the original window permanently/temporarily and killed Alfred, killed Alfred, then placed the original/a new window up over the frame, and then escape through the main door (or hid in the secret passage way).
Alfred's killer never entered the room where Alfred was, but was able to stab him in close range through the door or a wall such that the weapon made contact and instantly killed Alfred, while the killer was still outside the room. The door was never opened after Alfred entered the room.