one of the keys is w/a skeleton at the top of the stairs in a horizontal crypt (open shelf) to the right at the top of those stairs;
Supposedly (I didn't do it, 1 person has had a prob, but others have done success), they key opens either door -- but the door on the left (as you come down the stairs) has a chest and there is supposed to be another key -- that key you can use then the door on the right.
If you just open the door on the right, you miss a chest. No clue that you should have opened the left door first to get another key to the 2nd door. Might wanna save game either way, since some have reported bugs in this area.