I think it's possible to finish the level without the red key, although you need to jump to reach room blue key (maybe you can rocket jump. At the beginning of the map, you can go to the window on the left and reach a balcony with a sergeant. In the room, a wall with several sergeants opens. To the right is a window through which you can jump to the room containing the blue key, several imps, a chaingunner and the Hell Knight. This room is between two red doors. After collecting the blue key , you can return to the balcony and go outside where there are several imps. There is a lift to a hallway that contains the blue door, where the final level room is. 186.22.244.52 19:06, April 25, 2015 (UTC)
The same can be used to reach the end of MAP03 : The gantlet without the blue key . In the beginning of the map, climbing stairs , there is a lift to the left and a small room high on the right. You have to take the elevator on the left and find the blue key to enter a room with a switch that extends a bridge to a teleporter that leads to the upper room on the right . You can directly jump to the room , without using the teleporter. 186.22.244.52 19:14, April 25, 2015 (UTC)