Hi Jacob,
Many thanks for your kind reply.
I managed to do up to Replace Spine.
Can you please detail a bit more from Path Offset onwards? I do not know what path to offset and results are messy.
Here is where I arrived:

Best regards and many thanks again 🙂
Alberto
You are welcome, Alberto.
Your next step is with the door frame path (beneath the Blend that is just called <Path>).
You can, on the Artboard:
1) Click the <Path> to select it, then in the Object dropdown use Path>Offset Path with a negative Offset equalling half the Stroke Weight;
Because of your complex Layer it is best to do the next step in the expanded Layer rather than on the Artboard:
2) ClickDrag the selected offset path up to place it just above the Blend;
Back on the Artboard:
3) Switch from Stroke to Fill in the Toolbox, then make the fill black;
Now things ought to correspond to the second last image in my post, and then:
4) Make the Opacity Mask in the Transparency panel.
I have a question: As I see your original image, you have half of each circle outside the door frame path, in other words the centre is at the outer edge of the Stroke. In your latest image you have each circle centred on the door frame path, in other words less than half of it outside.
Which is your wish?
Based on the original image I suggested the Stroke Aligned to Inside rather than to Centre (in the first step); obviously, this makes a difference in the size of the actual door frame path equalling the Stroke Weight, for both width and height, so this leads to two possible solutions, if you wish to have half of each circle outside:
Either you can shrink the door frame and leave the Blend in place, or you can expand the spine of the Blend.