There are 3 total safe rooms. Once you go down the elevator (the big one you'll know it when you see it) there is the last safe room to your left. As you solve the puzzles it will create a straight path back to that safe room. Use it. It is your friend. You so not wanna go back and repeat all the puzzles cuz you died looking for the non-existent next safe room like I did.
The notes you find to open safes will be in items, you need to press L1 to switch to key items while in the item menu. This may seem simple to everyone but you wouldn't believe how much I struggled finding the effin things.