Like some other posters, I had to re-read your post a few times - he was inside your home and then left, and that's how you've come to be inside your home and be worried he's taken your keys.
If it was me, I'd probably have misplaced them, because I lose things all the time. But if you genuinely think he's taken your keys, I think you should keep the doors bolted and call a locksmith. When women have niggly feelings that a bloke has done something wrong, as daft as that something might be, women are usually right.
If the door is locked from the outside, can you unlock the door from the inside? (You can with some more modern locks, but not all of them.)
If it's possible to lock you in from the outside, I'd call the emergency locksmith. Otherwise, I'd just book one for sometime tomorrow (cheaper).
Also, if this guy is creeping you out for any reason, even if he hasn't taken your keys, you don't owe him another date.
Trust your gut. Fewer women get hurt that way.