Missing red key on PSX Doom II level 42, The Factory:

There is no red key on this level.

Once you're in the large, square "Cacodemon Room", and its
door closes behind you, there is no way to get back to the
earlier parts of the level.
By activating the 5 switches in this room, a path to the
level's exit opens up in the northeast corner of the room.
This exit is the only way out of the level.

Background:
Dominating the northwest corner of level 42 is a large,
square structure.  On the outer east side of the structure
is a door which can be opened without a key.  This door
leads into a small chamber.  On the west side of this
chamber is another, special door.  From the chamber side,
this door can only be opened with a yellow keycard.  From
the opposite side, the door can only be opened with a red
key.  If the player is on the "red" side of the door after
it closes, there is no way back to the rest of the level.