The ending of Insidious: The Red Door closes the Lambert story by having Josh and Dalton seal the Further and then, at last, talk to each other like a father and son.
After Dalton paints the red door black, Josh is guided back to the living world by his father's spirit. He accepts a dinner invitation from Renai and the kids, and on his way out he passes Elise's spirit, who tells him he has a bright future. He then visits Dalton at college, and Dalton shows him a new painting of Josh carrying him out of the Further.
So, what does the red door represent in Insidious? In my opinion, it works on two levels. Literally, it is the threshold into the Further, and the film makes Dalton's art class the place where he opens it by accident. Emotionally, it could be argued that the door stands for the memories Josh sealed away, since the whole story turns on a father who forgot and a son who could not. Ben Burton's history reinforces that reading: he projected, called it illness, and the silence passed down the family line.
Perhaps the neatest touch is that the cure is also a painting. Dalton does not escape by force, he escapes by finishing his art, first by painting the door open and then by painting it shut.
The Lambert thread ends here, and the next film, Insidious: Out of the Further, moves to a new character, Gemma Hall in Pittsburgh. Our insidious timeline shows where each story sits.