Just as a point of clarification, the first EiB was the Master. The second was Neighnia, who is in Copper's hands. If we run out of keys, she can very easily kill us with another. To say nothing of the large organization that could attack us at our home, but I'll grant that we don't have details on what exactly that covers.
On the other hand, with the Master sending the first attack, Neighnia sending the second that was… pretty much an auto kill if it weren't for the Keys, and then nothing on the follow up turn, it's very possible that Copper legitimately just took the shot and assumed it worked. She didn't know we had the Keys after all.