If you are playing the PC version of the game, you may be able to take advantage of an exploit to work around the glitch you encountered in the imp's lair.Big Bug in the Game.... (or Big way for Ghosts)
Did you install the patch? (DKS support page
There was a bug where certain opponents could be missing, and one person did mention someone in one of the flying fortresses falling during the cutscene conversation. Unfortunately the patch will not fix such problems after they occur, but will prevent it from happening again.
If you don't have a save before the cutscene with Xanlosch that you can reload and try again, or it is too far back, you can email your latest save to Larian, and wait for them to return it. Mention the missing key-holder in the imp's lair, as well (unless you can use the trick above to finish off that place).
It is early morning (7:40) in Belgium now, so hopefully if you email them a save soon they will get it back before the weekend with the problem NPCs reset to their proper locations, and you can load it and continue playing.