I propose make doors and chest 10 times more durable.
There is a key all the time, somewhere. Find it. Pick-pocket it.
You could use the lockpick skill.
You could load the chest on back and run to the lava lake to put it there.
You could accept that some boxes are nearly impossible to open. Consider that indestructible magical boxes are quite common in the fantasy world. :P
You should accept that world works as a system, it is not created to let loot themselves. :-]
