Although "inferior" and "subordinate" may have the same synonymous meaning, the connotative meanings are quite different. In English, "subordinate" does in fact refer to someone who is of lower rank (within a business structure) to yourself. For example, a manager and his/her subordinates. However, "inferior" means someone of lesser quality or character. It's a demeaning term that refers to someone personally, rather than in the hierarchal structure of business or society. For example, you would say the quality of fabric is inferior when compared to another, but you wouldn't say it's subordinate (doesn't make sense).

"...turned at least one key in one lock" means that ("until") his investigator found a clue or a lead that would help them solve the mystery. A key (a clue) would help unlock the lock on a door (a mystery). "Not that that angle was going anywhere yet" means that that train of thought wasn't producing any conclusive results. In the context you provided, it means that waiting and letting his investigator find a connection or lead to solve the mystery hasn't provided any good results yet.

"Because he was afraid that his friend couldn't be on time to board the plane, he called to make a fake bomb scare." I would separate the sentence into a conditional (separated by the comma ",") just so it flows better.