9b11f552____Final_Fantasy_X_2_Item_List__Location
[Name] Desert Key [Description] Found in the desert. [Location] 
Send a chocoboto to explore Bikanel Desert during Chapter 5, win around 10 random battles after this and return to the Chocobo Ranch. Clasko will tell you that the chocobo didn't return. Fly to Bikanel Desert and the 'Central Area' should have opened up for digging. Select to dig in the Central Area with a chocobo and dig around for the key.
Final Fantasy World - Final Fantasy X-2 Item List
Location