Its not possible to proceed in the secrets of azeroth:
Besides I have the key of shadows and opened the door, the 2nd orb doesnt get active!
Should have worked, was fine for me when I got my key of shadows. Try run this script in game and it will say true/false to tell you if you got credit for this step:
/run print(C_QuestLog.IsQuestFlaggedCompleted(84677))
If you have the key and credit but the orb isn’t active, I would open a ticket or submit a bug report.