A player mentioned that he found two Brass Keys beside the Small Brass Key (so not one Brass Key, and one Small Brass Key).
Damien gives the Brass Key to you (or drops it to the ground when he leaves), and he should do either (give it or drop it), but not both.

If you also have got two Brass Keys, please tell me how you managed to get them. Damien gave it twice? Or the other one was somewhere else?

Any help would be appreciated, as it might confuse players obviously that they have six keys, but the related quest can't be completed (because one key is missing, and one is duplicate)!

I got two brass keys last night. I got the first one by picking Damien's pocket, and got a second one after talking to him. I decided to reload and not pick his pocket for fear of confusing the game.

It's invaluable that you've found this out. Thank you! I've fixed it, so this risk won't be present in the next release of the mod.