This is my first time getting a steam code for a game bought on itch. It asks for steam access but once I connect and accept it takes me back to the downloads page with an error message. Is there a way to get the key directly?

On the download page for the game, there should be an option that says "Get Steam Key".  You can always check your email too, as you should have gotten an email for the purchase, and that should get you to the correct page.

Thank you.