First off my understanding is that he claimed that the door was unlocked, and the room was his study.
In fact from what I understand hiw wife demonstrated that the door to that room was unlockable as it was misaligned.
Many people who have large families have rooms that serve dual purposes and yes and it is quite coomon for a study to have a bed in it, many people in my family have such rooms.
Considering the fact that from what I understand NW sort of had an open home and many children who were unable to stay in their own homes slept in his I think it is quite understandable why his room would have had a bed.
As for his sessions lasting 3-4 hours?
When I have had issue to discuss with my Rabbeim they sat with me for well over the 45-1:00 you describe.
They sat with me for however long was needed.