Did you done the quest, "Caught in the hunt"?
I took the REAL key from Kurdan's body, and there was no uptade that is on quest steps in journal. It had to be something like that: "I took the real key from Kurdan's body." But it wasn't. And if I try to put the key BACK to his body and then take it again, it writes "You cannot remove quest items from your inventory".
Is there some way to complete the quest? Maybe with cheats, I don't care. I just wanna complete it...
I hope you understand something ...

P.S.
I tried to load game but I saved the game after i took it.

I had the same thing happen to me, don't know what was wrong with it, perhaps I just couldn't find the right way out. I opened the console, typed tcl then walked out, or atleast I think tcl still works, I might have disabled the door.

No, you don't understand. I HAVE the key and I CAN get out, but I cannot finnish the quest.

Have you talked to whats her name back in which every city it was from?

Is it supposed to give a message? I dont remember one.