new_graphy Which problems am I going to face if I lock the bootloader while the key is not on the device?
I'm not sure you can lock the bootloader if you don't have the correct key. Maybe you can, but I wouldn't try it since you've messed with your install...
new_graphy Can I put the Boot key back again, and if so, how?
Not sure you can do this. Personally, I'd just reflash the phone from scratch to be safe... I've never done this, so I don't know if this would work or not. I don't see how doing this would mess up your phone and it may end up working, so it's up to you.
But, if I were to try myself, I'd first back up some stuff, then I'd do the following (some steps from the CLI install guide):
First get the factory image for your device from the website: https://grapheneos.org/releases#stable-channel
Then extract the files from the image, then
cd into the directory.
tar xvf DEVICE_NAME-factory-2021110122.zip
While the phone is plugged in and in fastboot mode, use these two commands to flash the custom key (found here: script).
fastboot erase avb_custom_key
fastboot flash avb_custom_key avb_pkmd.bin
So, you can first run the erase command to make sure there's no custom key then add the correct custom key for your device.
Finally, reboot and see if everything starts up without any issues.
If everything looks fine, restart into fastboot then try locking the bootloader.
fastboot flashing lock