We can reimburse you for dungeon keys that you were unable to finish, but the key must have been purchased with Realm Gold on your account. We can't recover dungeons that were opened by other players or dropped by an enemy.
If you have any evidence of this happening (screenshots/videos) please make sure to include them in the ticket you are submitting. Evidence is not mandatory for the first time this happens, but will definitely help your case and speed up the process of getting your key back.
Evidence is, however, mandatory for any further requests (after your first one) related to keys lost due to disconnections.