Red Gem Keys

One was found in the Library in the dungeon of Mt. Ivatim behind a painting. It unlocks the door to the room where the Shepherd was summoned by the Eyeless Cult

Church of Luminus had the 2nd one, and gave it to the Fearsome 5 for their quest. Marie and Gunther indicated that Luminus knew everything about the inside of the dungeon.
Someone had to leave the Dungeon and lock everything behind them.