yes a have a problem. you see, kol never gave me the key. i can't find him agian either. do i have to have this key to finish the game?

No, you don't need it, though you'll miss out on a bit of story and a few ankhs.

Just a thought, you run into kol again in dragonspire and you could try to pickpocket the key from him then, though i'm not sure if he'd still have it by then, worth a try though.