Last night I was farming EP and one after another I watched the members of my fire team get the keys for defeating bosses. After a few hours, I had yet to get a key meanwhile everyone else already did. I made sure I did not have any thing in my pursuits or anything to pick up at Anna Bray. I completed multiple public events yesterday as well and did not receive a single fragment. I'm not sure if this is a bug or if I'm doing something wrong but any help would be greatly appreciated.
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You need 7 key fragments first (you get them from various places, suck as heroic strikes / nightfall). Then Anna will offer you a key. You then need to clear 7 boss waves to decrypt the key before it can be used to open the chest at the end of wave 7. All these items will appear in your pursuits and are per character.