Explore all the portals available. There's a portal in the south, and a second Necropolis castle is located slightly to the left and south of it; there's also a portal there, guarded by elementals, and one half of the key is located there. The second half, as far as I remember, is with Lord Giovanni. If it's not there, follow the road north (there might be a portal there too) from the first castle you captured. If it's not there either, go to the eastern portal, which is guarded by Demonesses. Explore the map thoroughly; finding the halves of the key isn't that difficult. I completed this mission on my first try. Pay attention to details. And this isn't the second campaign; it's the very beginning, the prologue. This is the first campaign!