user17560: What does Buddhism say about events that cannot be explained through rational thought (also known as Glitch-in-the-Matrix events)?
For example, if I dropped a key in a closed room with nothing else there, what is the explanation for why it disappeared if I go to pick it up and it is not there?

user254: A feature of Buddhism is Noble Silence -- i.e. not getting drawn into speculation (or "unwise attention").
I don't want to complain about the question, but the first paragraph is fiction (referencing the Matrix) and the second is like a "thought experiment" but I don't know what you're saying with it or if it's a metaphor for something -- it appears to invite speculation (maybe someone took it? maybe you misremembered?) -- or it's perhaps a paradox.
There are Kōans, used in some traditions of Buddhism, I don't know that's related to this question though.
One or two suttas mention the four great references -- and according to that I'd say that your question is not the kind of thing that the Buddha talked about -- to that extent "Buddhism" doesn't say anything about that topic.
At the risk of sounding too new-Age I might add that buddhism points out that put-together things are impermanent -- and so are thoughts, that there are different thought-moments. Given that your second paragraph is no more than a thought-experiment, there's nothing very remarkable about a thought (like "a key") existing in one moment and not existing in another.

17560: <p>What does Buddhism say about events that cannot be explained through rational thought (also known as Glitch-in-the-Matrix events)?</p>

<p>For example, if I dropped a key in a closed room with nothing else there, what is the explanation for why it disappeared if I go to pick it up and it is not there?</p>
 254: <p>A feature of Buddhism is <a href="https://en.wikipedia.org/wiki/Noble_Silence" rel="nofollow noreferrer">Noble Silence</a> -- i.e. not getting drawn into speculation (or "unwise attention").</p>

<p>I don't want to complain about the question, but the first paragraph is fiction (referencing the Matrix) and the second is like a "thought experiment" but I don't know what you're saying with it or if it's a metaphor for something -- it appears to invite speculation (maybe someone took it? maybe you misremembered?) -- or it's perhaps a paradox.</p>

<p>There are <a href="https://en.wikipedia.org/wiki/K%C5%8Dan" rel="nofollow noreferrer">Kōans</a>, used in some traditions of Buddhism, I don't know that's related to this question though.</p>

<p>One or two suttas mention <a href="https://suttacentral.net/an4.180/en/sujato" rel="nofollow noreferrer">the four great references</a> -- and according to that I'd say that your question is not the kind of thing that the Buddha talked about -- to that extent "Buddhism" doesn't say anything about that topic.</p>

<p>At the risk of sounding too new-Age I might add that buddhism points out that put-together things are impermanent -- and so are thoughts, that there are different thought-moments. Given that your second paragraph is no more than a thought-experiment, there's nothing very remarkable about a thought (like "a key") existing in one moment and not existing in another.</p>
