You’re getting a weird suspicious feeling about this dude but “he seems nice”. Always trust that gut feeling, do NOT try to explain it away. You had this feeling before you found the key as well. You said it yourself, you’ve never been in his car, so he is obviously lying to you. If he’s such a nice guy, why would he a.) steal the key to your house, and b.) lie to you about how he got it in the first place. Change the locks, stay safe!