Down arrow key does not work in bootcamp
Try booting into the recovery mode (Hold CMD + R at boot) and test wether it works there, if it does then is a software issues and a full bootcamp reinstall may be required if it doesn't then its likely a hardware issue in which case a repair would be your best bet. Also the absence of BootCamp Control Panel points to it being a software issue/driver, attempt the above and if it works try a reinstall following Apples tutorial to the letter! Good luck