I'm away from my computer right now, but here are some answers which hopefully can help you:
1. Don't worry for the ornate key right now, it's in the Library.
2. To open the door to the Armoury, you need to find four items in the level below (Power Plant) which are related
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The four pieces of the Warden armor set
4. The egg leads to a secondary secret. There is a book about dragons in the Library which gives you some clues.
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You must put the egg between the dragon statues, then it's all about waiting for the statues to be in the right position, following the hints in the books, and set fire e.g. with a spell.
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You already encountered a similar obstacle before. You must find a way to create a new scroll of opening (with magic note, bone, rock and wood). The magical paper is in one of the shelves of the first room and it seems you already found the altar where to use it.
Cheers
Khollik