jdon98, Hi.
A couple of questions? what age is the Property and does the patio door face the prevailing wind?
The chances are that what you see when the MDF is removed is in fact a strip of felt, the felt or indeed the Lead [Lead is an expensive option in this location] is there to act as what is called a Damp Proof Tray.
The felt / Lead is tucked into the layer of brick above the Lintel, it is then dressed down the face of the brick on the inner side of the cavity, the felt / Lead is then dressed over the top of the lintel, I presume there is one fitted? all this to evacuate any rain water that has penetrated the cavity to the outside and not allow the water to enter the room.
Over time what can happen is that the felt perishes and fails allowing the rain water to enter the room
You note that the rain water may be coming in from the window above, have a good look at the external surfaces of the external wall above the patio door look for open cement joints, cracks in the brickwork Etc.
Look for missing mastic around the upper floor window itself, have a look below the sill at its junction to the external wall, or indeed a cracked external sill.
Ken