There's no indication at all where he left the key, only that it ended up on the coffee table. I would think Diane left it there - I can't imagine the hitman going to Diane's house after killing Camilla to put a key there. And, it would have been in broad daylight if the first time Diane saw it was on that coffee table. I don't have an answer, and maybe it's not relevant exactly how Diane first got the blue key.