Edit: Oh this is the same bug as https://discord.com/channels/500415557800296449/1100068941499478036
So I'm able to place units, wait for captain to start battle, in battle and collect keys but after that I have to leave the captain and then rejoin him to get the next dungeon for every next level. Going to any other tabs or refreshing the game doesn't fix it. I have to explicitly exit the run to fix this problem.
Annoyance bug but not game breaking because I get to keep the key progress