I had 5 skeleton keys. Started strike, wanted to open chest at the end it showed "Requires Skeleton Key". Looked at my inventory, vault, other characters' inventory, all my skeleton keys are gone.
Already posted this issue on [url=https://redd.it/55egr3]reddit[/url]. Looks like day after day more people having this issue. Interestingly Bungie didn't put this on "known issues list".
Please, up-vote this post to get Bungie's awareness on this issue.
Edit: Bungie acknowledged the issue, see [url=https://www.bungie.net/en/Help/Article/45388]here[/url].
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Same thing happened to me.