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Safe batteries going dead tend to be a real pain to deal with.
In the case of some Sentry safes, there is a keylock on the safe also. (It might be under a protective sliding hatch or cover, to keep dust and dirt out of the works.) That is for the emergency key, which can open the safe in a case like this, when the combination has been lost or forgotten, or the batteries have died.
Do you see any keylock on the safe, or know of any key for it?
As for the new batteries not making it work... be sure the old batteries did not corrode the metal terminals in the battery compartment and turn them brown. If so, new batteries won't work, until the terminals have been cleaned up to the point where they are silvery/metallic again, using cotton waste and a little rubbing alcohol to moisten it with.
And be sure the batteries are in with the correct orientation. They won't do any good if put in with the wrong orientation, + end and - end -wise.