Underworld Ascendant

Sequence breaking check (Vault of Nyx)
While it is possible to clip through all iron door to lower levels of Stygian Abyss, the door to Vault of Nyx actually does require having all of the keys. Furthermore, even if the clip was found getting you past the door, entering the trigger that normally should start the load of the Vault of Nyx level performs a check on user inventory. Below is an explanation of a check.

With that we can gather there are only 2 ways to actually load the level. Making so that level name is different is than "TheVaultOfNix" is not a plausible workaround, as the function that calls the checks later uses the same object for actually loading the level.
 * 1) Check if the level to load is "TheVaultOfNix" and player inventory instance exists.
 * 2) If so, get an inventory instance and compare key bits with 510 mask (that is 0001 1111 1110). Return boolean result of comparison.
 * 1) Actually meet the requirements and have all of the key pieces.
 * 2) Somehow figure out a way so that GameUI.Instance.invenotryPanel.inventory returns null pointer (issue is that it would probably crash the name, as that is used outside of the trigger checks).

What's worse, is that inside of the vault itself, you actually need the keys to release the chains. It is actually possible to destroy the Animus and obtain the Animus core (or whatever it is called), but Matria Mondus still won't work, unless you actually release the chains. So in short - you won't be able to finish the game unless you get those keys.

TL;DR - you can't finish the game without actually getting all abysal keys.

Note: this is not an issue with 1.02 version of the game, where Vault of nyx is located in the middle of Marcul! So use that version of the game for runs...

Metal door clipping

 * It is possible to get to lower levels of Stygian Abyss without getting keys, by clipping through metal doors. The trick is a bit random, but most doors can either be clipped through by running at them straight or diagonally. It doesn't seem to be very useful for anything than skipping few minor tasks in Marcaul. Since metal doors are used widely around the game, it is possible however, clipping through them may save few seconds during normal level progression. A chances of clipping through the door might be also improved by placing a small physics object (like health potion) right before the door.

Other

 * Underworld Ascendent load remover for LiveSplit - due to how inconsistent loads are in Underworld Ascendent, a load remover plugin was created for LiveSplit. Do note it changes few procedures inside of LevelSystem:Update function to store a reference of current LevelSystem instance and it may not work if the game gets updated again (past patch #3).