Need Skeleton Key Quest, Stuck on Dagoth-Ur...Please Help!

[TerranSetzer]

Greetings!

I got sucked into the Elder Scrolls series recently when a friend got me to play Skyrim... Liked it so much, I decided to go through and play 'em all! (I used to be more of a Final Fantasy fan, but then I took an arrow to the knee...)

Anyway, first time through Arena, I think I may have encountered a glitch in Dagoth-Ur preventing me from continuing. I killed the Vampire holding the Mythril Key but, not knowing it had that, I didn't search its skeleton after defeating it. When I returned to the site later, after reading online that he held the key I needed, he was gone. I left the dungeon and re-entered. The Vampire was back, but when I killed it, there was no key! I tried a couple more times just to be sure, but to no avail. And I don't have any previous save files to go back to... e.e; I know that Passwall and the Skeleton Key can get me through without obtaining the Mythril Key, but I'm playing as a Knight, so I can't learn Passwall. That leaves the Skeleton Key. Well, I've asked around various cities in Valenwood, Summurset Isle and the Imperial City (as suggested on this site), but the only general rumor I've gotten about the Skeleton Key is too vague... Something about a foreign scholar visiting the king/queen/emperor searching for a thief... I don't know where to go to actually get the quest for the key. (It seems like all the other artifact rumors point to someone in a tavern who wants some gold for the information, but I've gotten nothing like that for Skeleton Key.) Can someone tell me how to get the quest for it started? Alternatively, does anyone have any other ideas to get around that missing key glitch, or how to fix it?

Any help would be much appreciated! Thanks to anyone who took the time to read all this... ^^;