Is it obligatory for her to keep the office door open—despite the high temperature—when she is alone with a male colleague, in order to avoid unlawful seclusion (khalwa)?

It is not permissible for a woman to work in a place where men and women mix in a forbidden manner, unless there is a necessity.

The Sunnah (definition) has forbidden a man being in seclusion with a non-mahram (definition) woman, as the Prophet, peace and blessings be upon him, said: "No man should be alone with a woman except with a Mahram," and "Whoever believes in Allah and the Last Day, let him not be alone with a woman who has no Mahram with her, for verily the third of them is Satan."

Seclusion occurs when they are together in a place where no one can see them.

So if the door is closed such that no one can see you both, then seclusion is not permissible, and it is better for the woman to search for another workplace free from these prohibitions.