There seems to be 2 locations you can fight him, and they allegedly depend on which door you come in.
If you enter the Main Entrance, at the first fork in the road, the right passage is blocked by a gate that requires the key. If you unlock that gate, does it scare of the Magistrate from his position near the Church? Can you continue heading right until your reach the room with the service entrance and fight the Magistrate right there and get a key drop? Can someone confirm of deny this?
Unlocking this gate appears to be the fastest route to getting other players keyed.