Cheia nu este nicăieri.

Because cheia means the key, while cheie means a key or just key in a general sense.

Romanian usually puts the definite article at the end of the noun instead of using a separate word like English the.

• cheie = a key
• cheia = the key

So Cheia nu este nicăieri is talking about one specific key: the key is nowhere / the key isn’t anywhere.

Nu is the normal Romanian word for not. It negates the verb.

• este = is
• nu este = is not

So:

• Cheia este aici. = The key is here.
• Cheia nu este aici. = The key is not here.

In your sentence, nu makes the whole statement negative.

Nicăieri means nowhere or anywhere in a negative sentence, depending on how you translate it naturally into English.

So this sentence can be rendered as:

• The key is nowhere.
• The key isn’t anywhere.

Both are good English translations.

Yes, but in Romanian this is normal and required. Romanian uses negative concord, which means multiple negative words commonly appear together in the same sentence.

So Romanian says:

• nu ... nicăieri = literally something like not ... nowhere

But grammatically, this is just the standard way to say not anywhere / nowhere.

Other examples:

• Nu văd nimic. = I don’t see anything / I see nothing.
• Nu vine nimeni. = Nobody is coming.

For an English speaker, this can feel unusual because standard English usually avoids this kind of structure.

Este is the 3rd person singular form of the verb a fi, which means to be.

So:

• a fi = to be
• este = is

Because cheia is singular and means the key, Romanian uses este:

• Cheia este aici. = The key is here.
• Cheia nu este nicăieri. = The key is nowhere.

Yes. In everyday Romanian, e is a very common shorter form of este.

So these mean the same thing:

• Cheia nu este nicăieri.
• Cheia nu e nicăieri.

The version with este can sound a bit more careful, neutral, or slightly more formal.
The version with e is extremely common in speech.

Yes, Romanian word order is somewhat flexible.

The most neutral order here is:

• Cheia nu este nicăieri.

But you may also hear:

• Nu este nicăieri cheia.
• Cheia nu e nicăieri.

A different order can change the emphasis slightly, but the basic meaning stays the same. For a learner, the original order is the safest and most straightforward one to use.

Cheia is pronounced roughly like KAY-ya.

A helpful breakdown:

• ch before e or i is pronounced like k
• ei here sounds roughly like ay
• final a is a short a sound

So cheia is not pronounced like English chee-ya. It is closer to KAY-ya.

A rough English-friendly approximation is nee-kuh-YEHR-ee.

A few notes:

• ni = nee
• că has the Romanian vowel ă, a short neutral vowel, similar to the a in sofa
• ieri here starts with a ye sound

The stress is typically on -ier-: ni-că-IERI.

Usually, yes. Nicăieri is strongly associated with negation.

The normal pattern is:

• nu ... nicăieri

For example:

• Nu este nicăieri. = It isn’t anywhere.
• Nu merg nicăieri. = I’m not going anywhere.

Using nicăieri without a negative verb is generally not standard in ordinary Romanian.

Cheia is the subject of the sentence.

It is the thing being talked about, and the verb agrees with it:

• cheia = singular
• este = 3rd person singular

So structurally:

• Cheia = subject
• nu este = negative verb phrase
• nicăieri = adverb of place

In other words, the sentence literally works like:

• The key
  • is not
    • anywhere / nowhere

Yes. Romanian can also use other natural expressions, for example:

• Cheia nu se află nicăieri.
• Cheia nu e de găsit.
• Cheia a dispărut. (if the meaning is more like The key has disappeared)

But Cheia nu este nicăieri is a very clear, direct way to express the idea that the key cannot be found anywhere.

Yes, it is grammatical and natural.

That said, in everyday speech many speakers would more often say:

• Cheia nu e nicăieri.

This is just a more conversational version of the same sentence. The sentence you were given is perfectly correct and slightly more full or careful in style.