I would look again very carefully for that key. The little storage space is under the floor mat at the top of the divider between the left compartment and the center compartment. The key could have slipped forward and you might need to work your way under the mat to reach far enough forward to feel the key.
If you need to remove the locking lugs without the key I am told the socket with the series of metal rods inside will work. These sockets should be available at lots of stores including stores that carry items advertised on TV. I think Sears also has them.
Another option is to take an ordinary socket that is slightly small for the lug nut and hammer it onto the locking lug. I have not tried this but I have seen it written on the CF many times. Once the socket is tight on the lock apparently the socket wrench will work to remove the lug nut.
Without the GM number for your specific locks I doubt GM will be of much help.