"My only problem now is trying to work out why the Jarl of Drangheim has sent me back to Angstram Keep with a new key when I've already cleaned that dungeon out for the Jarl of Stromford! Hopefully this is not a bug and there really is a door somewhere in the keep I can use the key on to access another level."
This his the keep where you cleared out the little imps who were climbing up burning ladder right? If so then no its not a bug.
*possible spoiler* (not sure if it is but wanted to warn in case it was)
You were asked by him to lower the draw bridge. So you have to take the key and go to the very top of the keep, but on the outside and look for two hatches on the floor. Use the key to access these and lower the bridge. I believe thats all he asks you to do. I'll probably be doing that quest tonight so I can write back and confirm this for you later on if you like.
