Being brief, I went to the Garden, the Farmhouse, the Factory, the Lost Valley and couldn't find any key (later on I realized which one I missed and where). I spotted the Snake power-up and the Golem too, so I assumed one of those was my actual first objective. The Snake in the Garden was unreachable so I returned to the Factory. Then, I found that it's possible to skip the Iron key door by dropping from the ledge that is directly above:
The platform I'm standing on is the one with the Golem power-up, the one aimed by the crosshair is the platform you cross once you open the Iron key door, and the one in the middle of both is from where I dropped from to get to the one below.
Here I'm standing in the middle of the previous screenshot. While there's falling damage, the fall doesn't kill you and using Berserker heads makes the fall easier to survive, so it's completely doable.
From there onwards, I did the rest of the level, spotted the Fire key, spotted the crack in the wall that leds you to said key and, when I got the Golem power-up, I re-checked my objectives list and realized I wasn't supposed to be doing that just yet.
So I went back to the Lost Valley and drop down the water. I did that already the first time I entered but I missed
completely the room with the Iron key in the house there. I mean, I went upstairs but I didn't saw this little corner:
That's on me, though. Perhaps if I've used the map or thought a little more "this house must have something important" before leaving, it wouldn't have happened.
So I got the key:
But this made me think of a little suggestion: Perhaps the key could be more to the right instead of hiding in the corner, so it's possible to see the key (or something shiny, at least) through the window from outside. Roughly above of where the crosshair is pointing in the next screenshot:
I know it was full on me to miss this one but, more often than not, showing/telling to players "hey, there's something here" before reaching that place helps to give them a sense of progress.
Now that I've got the Iron key, I can resume the rest of the path in the Factory and get the Fire key without guilt.
