Alright, I've finished the game, and now I get how it adheres to the theme (no spoilers). :-) I also think I've figured out what caused my key to disappear: after defeating the boss, another player character spawns on the opposite side of the map for some reason, and it also responds to the controls, so when I move into the dark room, it can easily fall into the pit and lose "my" key. I worked around it by walking over him, so both "my" PC and the clone are in the same cell at all times, but the game eventually hung up when I tried to enter the dark room again. I was able to beat the game after the restart.
Also, not sure if it's a bug or a feature: the attack option during the final boss fight reads only "Let", and in the final log, I can only see what appears to be parts of the text. Is it supposed to be like this, or is it just the display elements eating up large fonts?