I tend not to remember much about details of games like these, but here's what I'd do keep descending until you either find the keys or realize that they're not neccessary. I think I still never found the Adamantium Key(1st cellar) and am at the end of the prison level. Don't worry about it until it's absolutely neccessary that you have it.
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"I'll take the stupid one who decided to threaten us, instead of shoot us when he had the chance" - Bao-Dur
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2nd Cellar Catacombs.....Help! 
Linear Mode
