NOTE: This has been figured out. No need to read except for EDIT 2 (which, by itself, should have been in the general section). Maybe I should just delete most of this but, well, maybe someone will find it instructive or interesting or, at the very least, make them absolutely certain that I am totally insane.
I found the Act II Level 1 and 2 keys easy enough but I couldn't pick up the level 1 key no matter what I tried. It said I had access when I clicked in it and indeed it was on the secondary weapons list but - after I grabbed the second key and went to the BF, three of the four are locked. I can go back I suppose but likely still won't be able to pick it up. Suggestions?
EDIT - I did notice in the strategy guide that it needn't be picked up.
EDIT 2 - also read something in the guide that it's possible to turn the DK pink
- just wondering, if I do so, does he say anything? If so, it may be worth doing just to hear it.
EDIT 3 - OK, this may be getting weirder or, perhaps it is the way it was meant to be but there are six entrances to dungeons? The problem is actually fixed now since two are unlocked but I haven't read about more then four in the second act. Good thing I decided to explore the other places that were still in the fog of war.
EDIT 4 - Gaaaah! The guide stopped at four keys - until the next page! All of this for naught (well, if I get an answer, perhaps not for the pink DF).