I had just picked up two of the words for the new shout "Cyclone" and were testing them out. While I was out doing miscellaneous quests, I found myself doing "A New Source of Stahlrim", wherein you locate a Skaal, whom is at a locked cabin with four hostile Thalmor outside.

Like an idiot, and during the chaotic fight that ensued, I popped this shout and flung the Thalmor -everywhere-. I had forgotten the key to the Cabin is only on one of them.

I spent the next twenty minutes finding only three of them, carrying their bodies to a single spot on the snow/ash. (Because I kept seeing a body and going "Oo!" only to notice that I already found "that" one).
None of three I found had the key, and I've done a total of 40 minutes or so looking for the lost fourth.

That character is leaving Solstheim for a while to do Hearthfire related things and I am hoping the Thalmor will respawn. Will they?

They do re-spawn, but no clue if the key will show up again in their inventory again.

detect dead?

this!!! will locate any dead bodies

You'de laugh at the power of the Third word of the Cyclone Shout. When you hold down that Shout button, hear the Three Words, and then watch that Cyclone pick up your enemies...

They just go Flying!

Must kill more dragons! Id have had it unlocked by now, but miraak kept stealing the souls. Its not fun.

I have seen the Thalmor respawn but non of them look like the guy who had the key. He was dressed differently than the others. I hope for you that one of the respawned Thalmor has the key.

Save often, Solstheim is a dangerous place. I hate to misplace bodies when I know they have something I need on them.

I picked key first time when i killed them, but i saw that key another time when they respawned. So i quess you can get it back But ive only seen this key two time. Maybe it is very rare key.

Fun, I once did that in Blackreach, and I couldnt find the Charus.

Deathbrand Map much?
OLLOLOLOOLOLOLO

Since they can respawn, I have some Thalmor to kill.

Well, the indication here seems to be a "Yes, they do."
Perhaps that character will just need to leave Solstheim for a while. It's a smaller place so I may keep accidentally resetting the respawn rates just by running to the same cell.