Set One GameObject Inactive If Another GameObject Is Active?

There are so many ways how you can do it.

Here is a one of many ways. It is proposed that all coins already placed on scene with tag "coin". This example is not so good, i would use events instead of link to GameManager from all coins, but this example is easier to understand.

 public class GameManager : MonoBehaviour
 {
     // Attach this script anywhere on a scene

     // Set here the link to your KeyGameObject on scene
     public GameObject keyGameObject;
 
     int coinsTotalCount;
     int coinsCollected = 0;
 
     void Awake()
     {
         // Disable your KeyGameObject
         keyGameObject.SetActive(false);
 
         // Get how many coins on scene
         coinsTotalCount = GameObject.FindGameObjectsWithTag("Coin").Length;
     }
 
     // Call this method from CoinScript each time you collect coin
     public void CoinCollected()
     {
         coinsCollected++;
 
         // If you collected all coins - show KeyGameObject
         if (coinsCollected == coinsTotalCount)
             keyGameObject.SetActive(true);
     }
 }
 
 public class Coin : MonoBehaviour
 {
     // Attach this script to coin prefab

     // Set this link in prefab to your GameManager on scene
     public GameManager gameManager;
 
     void OnCollect()
     {
         gameManager.CoinCollected();
         Destroy(gameObject);
     }
 }