What audio effect should I use to make it sound like something is coming through a door?

The "Acoustica EQ" effect has a preset called "Raver Neighbor" that makes it seem like the audio is coming from next door.

If your video is to have stereo sound, frame the door in the scene center, then cut a little midrange and add slight reverb so the offscene dialogue is different from the sound in the room.

I vote for mic placement. Actually record it from the other side of the door, or from a different room.

Otherwise, lose some of the highs. High frequencies don't penetrate dense objects. Start rolling off the highs in your equalizer until you reach your desired effect.