Grimrock

I was in the dungeon with the ice elemental. I got the key from it, but then
used it at the snake pyramid. It was some sort of absorbed/destroyed.

This leads to the situation, leaving me without matching key. Is there a way out
or do I have to replay everything??

What do you mean by "used at"?

All locks inside the pyramid accept only tomb keys. All other keys are rejected, not absorbed/destroyed.

It was the outer pyramid door and yes, the key was destroyed

There is no lock at the outside of the pyramid. What exactly did you do?

Actually the key has been found.

As I didn't know the correct lock, I left-klicked with the key at the door. The
key was rebounced and put elsewhere on the ground. On second visit I found
it laying there.
I would have expected to find it in the inventory.

Sounds like you threw the key.