The key in the morgue should be dropped by an abomination master. If Allan went missing in your game, maybe it did, as well? Or the key just didn't drop... I don't think I ever encountered a loot drop in a wall, but I did have a couple drop out of reach if there was a gap in the floor or someone died while falling off a cliff.
There is no hotkey to reveal nearby loot, but the Developer Mode will let you unlock the door.