Xbox 360 Skyrim. In the quest Blindsighted after killing Mercer Frey you are asked to retrieve the skeleton key from his body but it's missing. What do I do?

In the quest "Blindsighted" of Skyrim, after defeating Mercer Frey, you won't find the Skeleton Key on his body because he has hidden it. Instead, you need to follow the quest marker to the Twilight Sepulcher. Once there, you'll confront and defeat the Shade of Mercer Frey, and after that, you can retrieve the Skeleton Key from the pedestal in the inner sanctum.