This guy hasn't only reported the strange individual, he was questioned about his own phone calls by PJ, meaning they had a reason to suspect him and he has left the job soon after the disappearance (reason to suspect he's got other financial sources to live on.. and plus he's now bringing the lost keys to the surface..
And he did blame the co-worker, in a manipulative ways suggesting the co-worker was a strange character he did not like having around ( reason he left his job) and he was afraid of him ( reason he did not report the missing keys before)
Indeed Vixte. I really appreciate the logical way you try to connect the dots and the effort you put in to develop new conjectures that are underpinned by the hard and soft data points available. It is definitely not easy to create those consistent scenarios, but it typically is very easy to criticize them with an effortless one-liner.
I believe that the reports on the stolen/lost keys could actually be a spin-off of what in police investigator jargon is called 'making wind'. This is what SY have been doing with their TV broadcast and the (probably leaked) noises around possible new suspects. The purpose of 'making wind' is to literally stir up the dust in old cases and to induce anxiety in the perpetrators' minds to suggest that the web is closing in on them. This heightened nervousness from media and SY/PJ breezing down their necks, then leads to more 'panicky' behaviors that can reveal clues about this case (e.g by people starting to accuse each other, tapping phone calls of suspects since there is a need to re-align on stories, etc.).