When she saw that her attempts at lock picking weren't working, she decided to stop and try a different method. Hardened criminal, she was not. After checking on Jackson, to see that he was on watch, she mumbled a "Good boy," to him and proceeded with her next idea: Searching for the key.

While a key might not be immediately visible, it doesn't necessarily mean that it wouldn't be in the room, right? It could very well just be hidden somewhere.

And if she isn't able to find it, well then she can try prying the lid open with her staff before going on to try breaking the chest open.