Ah, the last key you're missing is actually on the stairs. There's a 2 screen thing there. I don't think there are any softlocks, you can even shoot your way out of a locked cell
Yeah, we got a bit too overzealous with the scale of the game and had to do a 180 in the last two days just to finish it, so a lot of the mechanics weren't fleshed out. Same goes for the visual side.