Thanks so much for your feedback! Sorry to hear that you didn't find any keys, there is a breakable wall to the north that should lead you to a teleporter to where you will find the blue key, there's a map in the comments of the game page and also you can press K to just cheat in all the keys to explore if you wanted. Getting lost seems to be a common theme with my try at level design unfortunately.
I left that bug in because it felt fun to me to teleport or snipe from across the map and get revenge on the guy that killed you, but I appreciate you pointing it out, I wasn't sure if anyone would notice.