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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This happened to me also. Completed raid. Went to Travler to turn in engrams. We all went back to the raid to do the keys and half of our fire team lost their keys (including me).