Did most of the raid and got 2 keys, changed character to redo the story, changed back to my original character and the keys are still there. I started up the raid to get the chests and the keys where gone. This robbed me of my hard fought loot and wasted my time.
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I got robbed of three keys as well. Went all the way through, killed calus then went to orbit to restart raid and myself and a team member lost all three keys while the rest kept theirs. Feels pretty great to go all the way through the raid and then miss out on literally the only chance to actually get something out of it.