I've killed EVERYONE in the dungeon and am in front of the hatch that goes to Reaking Cave. No key. Cannot find one. None to be found in rooms, desks, corpses, etc........... Very stuck.
You mean the embassy. Under normal circumstances, after you take some report or book (sorry, I don't remember it well anymore) from a chest in the same room as the hatch, two Thalmor should appear with "a" prisoner. One (or both?) of those Thalmor agents should have the key.
I think the guy that is chained up gets you out. Try freeing him.
He can only tell you that the trap door is an exit, he can't open it. You have to get the key off one of the Thalmor who show up after you do the required snooping around down there.
I just did this quest last night. Each of the guards as well as the Justicar carry keys. I didn't read anything until I got out of the dungeon. Just talking with the prisoner triggered the guards.