Even with a battery grip, the date/time battery (a CR2016 lithium battery) will still be installed in the camera. You can follow [guide|50268|this guide] to replace the date/time battery. You'll just need to remove the battery grip first and then you can skip straight to step 3.
It also appears that the battery grip has a built in slot for the battery door to be store while it's in use, so it's likely that's where the battery door is being stored. If you remove the battery grip from the camera, you should be able to find the battery door tucked away on the side of the part of the battery grip that goes into the camera (the part marked in red in the image below).
[image|3515647]
Let me know if you have anymore questions about any of this, or if replacing the date/time battery doesn't solve the issue for you.