(Before purchase, I asked the seller multiple times if the bike was illicit and he replied "no". Before this happened, I did not have any need for the key and this special screw only caught my eye when I need to remove the wheel. I can ask him in the next several days, but for instance if he has lost it, or I don’t get a hold of him, I am in a real sticky situation.)

I am not sure if you guys can see but there is another layer of metal covering the screw which voids access to it from the top. The top cover is circular as well so it is almost impossible to grip.
If you guys require more pictures of the bike, please let me know.