If I use Shadow Rider Calyrex VMAX's "Underworld Door" Ability, do I have to draw 2 cards?
Yes, it is not optional (it does not say "you may"). You must draw 2 cards if you are able to; you can only draw a single card if it's the last card in your deck.
Source: Chilling Reign FAQ; TPCi Rules Team (2021-06-17)

Relevant cards

Note: All applicable cards may not be listed below.
SWSH6_75
SWSH6_75