Your key is not lost, it is on your first body. Only the last death is shown on the map so its best to mark your corpse when you die as a just in case. You need the key so...

Avoid them. Plain and simple. Get your rested buff, stack up on food, jump through the portal, pop your power and off you go. Make sure you have enough space in inventory to one click e and you will take all in one go. At that point you have nearly a minute with massive damage reduction so should be fine to kite away. Find a safe spot and put your armour on. Then breathe.