CedB12
Indeed, there is a bit of ambiguity. I think this specific building is mapped fine, though, because there is an actual floor above the colonnade, which I think should be mapped. Otherwise the covered=colonnade tag would have no use at all. See also tunnel=building_passage, which is also often an exception to the ground outline rule.

About the entrance, I have found a couple of examples in Brussels of entrances situated along a tunnel=building_passage way, which is pretty much the same problem as here. The entrance nodes were put on the way instead of the building. See:

https://www.openstreetmap.org/node/4764462393
https://www.openstreetmap.org/node/4573612077

I think that tagging of entrances makes sense as an extension to the rule of putting entrances along the building way. The building_passage (or here, colonnade) is made to be part of the building by sharing nodes at their intersection, and the entrance is made part of the building_passage or colonnade through membership. That way everything is linked together.