For the thing about the comforter. Does the resolution say that AirBnB ruled that the guest owes you money? According to this page https://www.airbnb.com/help/article/767/what-is-the-resolution-center the arbitrator will make the final decision. Several things could have happened, they could have ruled that the guest was not responsible, they could have ruled that the guest was responsible but you did not prove loss. Or they could have ruled that the guest was responsible but are unable to collect the amount owed from the guest. To figure you how the case was resolved I think you would have to call AirBnB.
As far as keys/lockboxes. I would not bother with keys, they are cumbersome and as you have experienced, are easily taken or duplicated and rekeying the lock is expensive. I use a keypad lock and while it is a little more expensive initially, there is a lot of peace of mind in knowing that each guest has their own combination, which is easily added before their stay and easily deleted after their stay. There are no keys for guests to lose but if the owner prefers to use a key there is an owner key This is the one I use and recommend: https://smile.amazon.com/dp/B000NJJ1MQ There are fancier ones, but the one I use does not require WiFi or a smartphone and manually programming the codes takes less than a minute, but it cannot be done remotely.
For the guest that lost the key, you can send a resolution center request for the cost of rekeying, but as you have experienced making a request and getting paid are two different things.