I used my golden key on the special chest during one of my playthroughs and shortly after unlocking the chest and looting it the game client stopped responding before I hit a savepoint. When I logged back on, all my items that I collected were gone, as well as my golden key.
The best way to get help with this issue would be by contacting Gearbox. Their forum is a bit lacking and ive yet to see a moderator or admin post. Remember if they do give you another key don't use it until the level cap the guns you get are the level you are when you use it.