The fact that you must have gone through the system before would suggest that you know what to do, so something has changed since your last key acquisition,purchase,usage or perhaps something has gone wrong.
As in the other answer to the question" where are my keys?",have a look in the chest,my items then resources,to see if there are any there.
I have just checked,after going to the clan store ordering a key, it appear that my purchase was delivered to my items /resources, so that part seems to be working.