Hahaha, yeah! I found it really hard to design an intermediate level bridging between the simple tutorial levels and the more complex later ones. So in the end I stopped trying and accepted that the transition between level 3 and 4 is a bit rough.
I am happy to hear that the teleporter concept (i.e. a teleporter of color X is destroying all keys that are not of color X) was clear, even without an explicit tutorial. Next I would probably have added a third mechanic, which is producing keys. Initially I also thought about enabling the player to take any spare keys into the next level. Given that the player cannot go back to the last level, that would allow for levels with multiple exits, where some of them are only reachable for players who payed special attention in a previous level. As this puts additional constraints to the puzzle design and made the level reset harder to implement, I eventually scrapped that.
I'll likely expand the game in the next few days or weeks, so stay tuned for more. :) And of course: Thank you for playing!