I never heart this would be a bug...
Keys are most of the time difficult to find, so look very very carefully!
And futhermore, DON'T mistake on that place! There are 2 doors closed! Where you can see a marker that leeds to a Library behind a closed door, THAT's the door you must open with a key. A door just near the elevator
But there is also another door closed, but in no way you can find a key for this door!! An NPC opens this door later on for you. So do not mistaken both closed doors!
Have you already blow up (for a scond time) another pile of rocks that is block a kind of a passage? If I rember right, behind those rocks you find some loot and another key, but I'm not sure this is a solution for you (that key, I don't remember what it is about) ... sorry if I'm wrong!
