• 01.117 especially when I remembered the existence of a Side-door.
• 01.125 I see now they must have had a private Side-door
• 01.140 After all there is the Side-door,

This word can be seen as hyphenated in its examples in OED.

“side door, n. and adj.” OED Online, Oxford University Press, June 2017, http://www.oed.com/view/Entry/179279. Accessed 21 September 2017.