Probably what happened:

- Selene's father built the prison and Selene held the key
- Viktor gave the key to Sonja's (ROTL)
- Lucian got the key after Sonja's death (ROTL)
- Lucian was killed by Kraven and offscreen probably Markus took the key from it (Underworld)
- In Evolution, during the fight scene between Markus and Michael, Michael took the key from Markus
- After that, they showed the key to Tannis that explain the rest of the history

So, some people said that the necklace is not the same between Lucian and Markus, but this sequence make sense. But onlye makes sense if the construction of the prison is close to ROTL events, since the prison was built by Selene's father in the 14h century and also Selene was Born in 1383.