Unfortunately I've the same problem, though I never got the key at all. No resolution I can find, friend was with me at the time so neither of us are able to complete this and thus are stuck in NYC.
We are being intentionally blown off on this issue. Paid full price for the game and I cannot complete it. The kicker is UBIncompent support trolls these threads with the same 'fixes' the know for a fact will not work. The only one that might is doing a coop with another player.