Trefergface

Currently at the part where i'm required to pickpocket gamon's key to unlock tazan's lockbox, which gives me a pretty sweet dagger for my low level, but when i pickpocket gamon, he doesn't have any key for me. I thought I looted it first try, but when checking my backpack loot, no said key was found. Some help please! (Indigo - Troll - Rouge)