The following cards can help you get the key
1)August
Lindquist
2)Cellar or Lobby depending on your membership status
3)Lodge Jailor
4)The Vault location
5)
Cell Keeper
6) Inner Sanctum
We removed Lodge Jailor during the Setup, and we milled off Cell Keeper to the discard pile with
Centuries of Secrets.
And so we ended up with 4 cards to get 4 keys.
We gained all keys but the "cultist face" one, however because we didn't have a "cultist face" key, we couldn't open Inner Sanctum that would bring the last key in. And thus we got stuck and couldn't advance.
It almost looks like a glitch ...