Dreamy

Jan said it is bugged, so i would wait before trying to collect the keys since the second key you pick does not register.The locations are Sheridan ( inside carotos ) i think thats the first one .No idea where the capsule to put the keys is however.

I got capsule 2 from beating nihelego on my first run. is it bugged in that it's supposed to be capsule 1?

I would've thought that there would be one capsule per chapter, because that lines up with me getting 2, 3 and was was probably 4. or maybe I misread and the thing I got in ch.4 was the capsule itself, and it discarded because I didn't have all the keys?

Its bugged in the sense that the first capsule you pick ( either the carotos or the nihilego one ) is registered.The second one you pick though is nowhere in you bag.And once you find all 3 , you only have 2 in your bag thus you are not able to open the capsule.Also sorry if i spoiled the episode . Realised that you might not have finised chapter 3 and edited the answer but i was not fast enough. The capsule though i have no idea where it is or if it is given to as at some point.In al of my runs, i never found it.Lastly as far as i know there are only 3 keys.