+Zod Glad you liked it! Sorry I didn't respond to this comment earlier!

Thanks for the helpful info. I'll try to get better at this game.

Didn't watch the whole run but the blue key was most likely in the red room next to yellow. Also, since you did not get a notification of the key location when you were in the room it must have been hidden behind a door in one of the small rooms.
In that particular room there are three really small rooms that can have doors.
The Blue key was hidden in one of those small rooms hidden behind a door for sure!