I do something wrong and the door J of Astral Dominae not opens.
I visit all squares from letter A to H but in random order.
Is this reason for my fail?
I assume you're at the point where you have to go through the last dungeon with the many Meta-Droid and Cosmo-Bot encounters.
You need only to step on each symbol in this level. The oder doesn't matter, but you have to get them all. If you read on the walkthrough I've linked to, you need to pretty much explore the entire level to find them all. I'll post the spoiler below for your convenience, though.
Since you keep dying, this is a dead-sure (pun intended) sign that the level of your party members is far too low for this part of the game. Normally you're expected to be at least around level 45-50 at this stage, with a party of all 6 characters.
Remember the META-DROID back in Sky City? Here's where you'll meet his relatives - by the drove - around every corner. You may hear that you must 'step on every square' on this level - not so. At A thru G are eight symbols - CRYSTAL, DRAGON, TEMPLE, SERPENT, SPHYNX, STAR, CRYPT and BOAT. You MUST step on each of these. But those mechnical monsters Do provide tons of points. Exploring the whole area is certainly worthwhile. But rest often enough to stay well-healed. And keeping ArmorPlate, Enchanted Blade, and Bless (among others) in force is very helpful.
At I find a button to open a secret door. Step into J and the grate will open. Remember? 'You are the Key'. Stop at J, not only to rest fully and set up your best defenses but to do a permanent save. I'll tell you now, there are four (five if you count a duplicate pair) endings to this game.