Don't feel bad, these are about the most hidden and hard to find items in the game.
The princess zone's triangle is in a secret area. In the top left corner of the zone (the hall that connects to the princess' cell), you'll see a pillar at the left portion of the hall. Behind that pillar leads to the secret area, though you'll need the Blue Face item to enter.
To get the Key of Regret, you need the Princess Heart, which is hidden in the Mind Mines. Bring the heart and offer it to the Princess and you'll get the Key of Regret.
If you need help getting the Princess Heart or Blue Face, let me know.