This is a very fun game and has lots of potential! Loved the music choice, the jazz gives a very groovy kinda 50's feel, like a noir stealth version of Hotline Miami! You really nailed the theme. If you decide to futher develop the game i would suggest to change the UI a bit, in my opinion there is no need to click on the key in the map and then click on a second button to pick it up for example (at least that for this version, you may have some other future things in mind that need this).
Is a very fun game and original idea, well done!!