I lost connection while loading the Rappy fever bonus quest. This happened around 9:43 pm pst, 9/15. I immediately logged back in, but my key was already gone.

Keys are consumed when you start the Bonus Quest, and you cannot get it back, even if you disconnect.

From the official overview of Bonus Quests:

WHERE DO THEY GO

Bonus Keys are consumed upon the start of the quest. If you disconnect from the server or abandon the quest, the Key will not be returned, so make sure you’re ready.

OOF, nice job SEGA

It has always been like this, even on the Japanese servers.