The hitman says that when it is done he will leave the blue key at the spot they´d agreed upon. But...why?

Diane would have read about Camilla being murdered in the paper or heard it on the news. The key doesn´t proof that the hitman killed her, because he could have left it there without being responsible for the murder. Moreover, Diane bringing the key home implicates her unneccesarily. In effect, this key doesn´t do anything really.

When Diane asks: `What does it open?` the hitman begins the laugh almost maniacally. Clearly he knows what it opens, but does this make any sense in reality?

Why do you think Joe is a hitman?

razfan wrote:Why do you think Joe is a hitman?

Because Diane paid him to kill Camilla, and in her dream he's killing other people. It's pretty obvious.

Erniesam wrote:The hitman says that when it is done he will leave the blue key at the spot they´d agreed upon. But...why?

Diane would have read about Camilla being murdered in the paper or heard it on the news. The key doesn´t proof that the hitman killed her, because he could have left it there without being responsible for the murder. Moreover, Diane bringing the key home implicates her unneccesarily. In effect, this key doesn´t do anything really.

When Diane asks: `What does it open?` the hitman begins the laugh almost maniacally. Clearly he knows what it opens, but does this make any sense in reality?

A key is an inconspicuous object, which even proves it's not the first time Joe gets paid for killing someone. Because he doesn't need to get in contact with Diane after the killing. Calling her or writing a message would be a dumb move for a hitman.
We don't know about the whereabouts of Camilla's corpse, so waiting for a newspaper article could take weeks, depending on when the corpse gets found.
Don't forget: The theme of the film is Diane's guilt and her escape into a dream world. In my opinion it wouldn't make sense that someone else and not Joe killed Camilla, because all scenes after Diane woke up from her dream, just serve the purpose to explain her dream to us.

Well the question about Joe's blue key is really not easy. When Joe shows Diane the key in his hand, she doesn't look surprised, like she has already seen it before. She even quickly pays attention to something else, like the key is not that much interesting for her.
She recognizes how an other man (called "Dan" in Diane's dream) looks at her. She suddenly feels uncomfortable, like she fears he might have heard something of the conversation. That fear creates the sudden reaction of her, asking what the key opens. Like she unconsciously wants to prove everyone nearby that she never saw the key and has nothing to do with the killing. As I said, it's just a sudden reaction caused by her fear in that moment when she saw that man. That's why Joe is just laughing about her.
I'm not even sure if the real blue key really does open anything, maybe it only exists for the purpose of showing Diane that Camilla is dead and explaining the obvious meaning of the box in her dream.
Or it opens Diane's apartment (blue walls) where the key is lying on the table. I'm not sure about that.