Patch 6.0: Treasure room keys removed
If you're trying to get the achievement In The Hall Of The Thunder King, get working on it not, because as soon as Patch 6.0 drops the achievement becomes a Feat of Strength, and the key will no longer drop. That's the word from Kaivax on the forums.
I admit I don't understand the reasoning behind this. First the legendary cloak, then the Brawler's Guild, and now the Treasure Room, all effectively removed in a few weeks. Seems strange to see so much content going inaccessible like this. But you've been warned, so if you're working on this, get a move on.