Is there any feng shui taboo when the door is open above the well?

After reading your later supplementary explanation, I found that the well you mentioned should be the kind of pump well with a water pipe inserted into the ground, not the kind with a big mouth. However, it's a good thing that you'd better not move such a well. If you want to move, it's no big problem. Your back door can be opened in the bedroom window behind the west side.