It sounds like you are having a really hard time right now. Bless your heart. I do understand what you are going through. My 2 year old is just now getting better about going to bed. He did the very same things. We had to turn the lock on his door, and baby proof the room. Unfortunately, sometimes when he was really mad, he too would throw his lamp. Luckily, that has subsided.
Here are a couple things you can do. First, you can buy low wattage light bulbs for your overhead light in his room. (We have the energy efficient ones, because our little one always wants the light on. If you have a cieling fan with multiple bulbs, you can unscrew a few of them to minimize the light. Either way, then you can just turn on the overhead light. Also, you can leave a light on in his closet/bathroom (if in room) or even the hall light. Get rid of that lamp. I would imagine night lights are out of the question as well for him.
I don't know if this will help considering the allergies, but you may want to lay down a rug or blanket near the door, so that his little face isn't directly on the carpet. (I don't know, don't have much experience there.)
Also, you may want to consider a later bedtime (assuming he is still napping.) I would try thirty minutes later and see how that goes. He may just not be that tired and thus very curious and upset when he goes to bed. Our two year old goes to bed around eight, sleeps til about 6:30 or 7 am, and he naps about two hours in the middle of the day. The book Healthy Sleep Habits, Healthy Child recommends a bedtime of anywhere between 7 and 9 pm, depending on the childs internal clock and required waketime. Just try it, assuming he isn't a complete terror b/t 7:00 and 7:30.
This will subside. He is just wanting to hang out with you. He wants your attention, and being in his room is VERY boring. Remember those days? :) To be honest, I have tried leaving his door open, crib tents, etc and it didnt' work at all. The crib tent ended up destroyed. :) Those things only really work for noncurious children. It doesnot sound like this little guy is going to put up with that. My son was very strong willed as well, and those things just don't work. Not to mention, if you leave his door open, he may wake up and wander in the night. That is NOT good for a two year old to do. You could be sleeping, because I am sure you are completely exhausted and then he is getting into things through out the house. I would recommend that maybe when he is about three or so.
I would also refrain from punishing him for this. He just wants your company, and I think punishment would only make it worse.