i don't recall there being a gate in that section of the game to go over. You may be going in the wrong direction altogether.
In the East Auditorium, once you make it to the Palace of the Fates Arena use the Key of the Ram to unlock the door and head through, go north from here. make your way along a curving path way- when you get near the end you'll have a bunch of enemies drop on you and a spiked lattice coming from behind. Kill all the enemies to stop the lattice (Grab and throw into other enemies or use Cronos' rage for best results).
Once this is dealt with head counter- clockwise along the path and go down the path that branches right. Once you reach the bottom the camera angle shifts- head north up the stairs for a cutscene and you'll be in Garden of the Gods.
Examine the statues- you'll find a cracked stone near the one of Sres. Smash this and head through the gap. Head to the north and start sidling against the northern wall. After passing the second archway, and in front of the third room, jump down off of the ledge. After landing, head north and up the ladder. After climbing up the ladder, head to the west- there are two chests to open if you didn't already. Head east, down the ladder, then south from here. Double jump to grab a ledge on the northern wall. Shimmy along here to get to another save altar and the next level, "Sacrifice to the Fates".