So I found out, Ogres are able to breach doors. Yes, I didn't knew that... Fortunately, I had a dragon. I caught him and was preparing to build him a golden Chamber. He now roams free again. I lost all but two survivors. Wish them luck.
aka. The Massacre of Kinsack.
Edit
Some migrants came to visit. The bad news hadn't spread yet. Together they tried to slay the seriously injured dragon. They all died.
Time to build fort knox
Yeah! With secret tunnels, bridges and water around! Now I got a plan for the next game :D
So sad you can't play df in multiplayer