Ment
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In principle, I assume the second rusty key opens the eastern staircase, but there doesn't seem to be a yellow key for the statues on the first floor. At least, we've checked everywhere. Therefore, it makes sense to go up the western staircase. But don't rush. As practice shows, rushing headlong to save someone in the Revenant expansions guarantees a party wipe. So, your priority now is: yellow key - my items - me.
If I had dragon flight, I would definitely fly up to the ceiling.
On the second floor of the palace, there were four large rooms located in different parts of the huge corridor. One to the north, two to the east, and one to the northeast.