The first time you encounter a warehouse, it's ALWAYS full.
After that first encounter with each, there will always be a certain number (I've heard it's 3) full at any time.
If there are 2 warehouses you haven't found yet, there will always be at least one that you know the location of which is full. If there are 3 or more you haven't found, the game may randomly assign one of those as one of the 3 full warehouses, and until you find them, you'll always be missing that one. Once all your designated 3 warehouses have been assigned on the locations you haven't found, they'll appear to stop filling.
Find ALL the warehouses - explore the entire game map to be sure - and you should have no trouble.
Actually now that you mention it I'm wondering the same thing. I omitted a few because I was doing other things, but now that I want them none of them have the prompt to find the guy with the key. After killing everyone, no key confirmed.