So:
(gonna post some red truths here, but don't wrorry, they are all copy-pasted exactly from the first post)
Your colleague died as a result of physical damage. He died immediately.
A culprit could only use a weapon from inside the room.
Anyone who attacked your colleague would not lock the room's door from outside after he left the room.
The room has no windows big enough for a human to pass through.
So the culprit must have entered the room to kill the victim. However, he would have no way to lock the room afterwards. He cannot have exited through any other way than the door, but he didn't lock the door from the outside.
So, maybe it is possible to lock the door from the inside while being outside the room:
The victim was let through the door by the culprit, killed him, then exited the room. He then went right outside the window and reached his arm (or a pole or something) through the window, locked the door from the inside with the key, then left the key inside the room.