If your agility is high enough, you can steal the key (not sure if the public build has stealing yet - if it doesn't, it will in the next build). The toy merchant is in a static place towards the beginning of the map, so you can revisit her. Likely if you're playing a very slutty character, though, interacting with her in your current state will likely lead to a game over. And currently there's only one GFXP scene, yeah.