If you can't find any locked door or chest but you still have many keys in your Inventory I think that's bacause you already opened those locks via the Lockpick Skill, so the key for those opened lock via Lockpick remains in your Inventory !
On 7th of february 2015 : I start a new adventure in the Divinity world of Original Sin, it's a Fantastic Freaking Fabulous Funny ... it's my All Time Favorite One !
