I am on the caves level and seem to be stuck. There are the red door and the blue door but I am not seeing any keys for those.  Any hints anyone can give ? I see the green key but can't cross the water to get to it.

There's a teleport near the red door, on the left. That takes you to a place where you can get teleported to a new area (although one of the teleports in there takes you back to the red door).

The caves are basically Empty Clip's "water" level 😉.