I would open a claim for your lost keys! Chances are, your going to get a bad review. The good note is, just because your get a bad review, doesn't mean your listing will be destroyed. When you have a sea of good reviews, one or two negative reviews isn't going to impact your listing as dramatically as most make it seam.
I have it stated on my listings that a lost keys will result in a fine.
I feel as though when dealing with a guest, keep a neutral opinion on what their review will be and handle what you need to handle as a business owner (i.e charging them for a key they lost)