Actually the key has been found.

As I didn't know the correct lock, I left-klicked with the key at the door. The
key was rebounced and put elsewhere on the ground. On second visit I found
it laying there.
I would have expected to find it in the inventory.

It was the outer pyramid door and yes, the key was destroyed

I was in the dungeon with the ice elemental. I got the key from it, but then
used it at the snake pyramid. It was some sort of absorbed/destroyed.

This leads to the situation, leaving me without matching key. Is there a way out
or do I have to replay everything??