Where do I report someone who failed to trade me a correct key?

Also I know that calling out is not allowed so I have not included his name.

Giving him the proper trade feedback is really the only thing you can do. Neither Steam nor SteamRep cares about key trades, and this sounds like a mistake rather than an attempt to scam. He could be waiting to hear back from Humble Support.

It looks like you have been scammed.

I had a similar case, when I found out that someone has claimed several my humble bundle gift links (they were rather short at that time, easy to brute force hack). I contacted the support and they revoked the key. Now I only generate gift link moments from actually trading them.

About a week ago, the same thing happened with all the indiegala keys from a single bundle (the support hasn't answered yet). It was worse, because I figured out it in the middle of a trade. Thankfully, the person I traded with agreed to take another game instead.

Leaving a negative feedback with a note that to contact you to correct things to get it removed would be the best solution

Hmm, did you ask humble to send you an email with all the games tied to your account and their links? Humble once refused to send me an email with the key after I did the whole verified gift email thing and had to do this to ger it. There is an option to do it on tour account page though I do not remember where.

Sorry to hear about that dude, luckily for me I were able to choose a different game from the person who made a similar mistake.
You should leave negative rep because he is an unreliable trader whether they made a mistake or not, I mean if he isn't responding to you and you feel you have given him more that enough time the least he can do is respond.
He may respond with negative feedback of his own. This is maybe not so undesirable if he would do so, because depending on how he will react to the negative feedback he receives will shed light on exactly the type of character you're dealing with.
If I were you I would leave negative feedback with a subtle comment explaining the situation honestly.
If he leaves you negative feedback I am sure support will remove it at some point if you receive any.

Since then he has successfully contacted support and successfully received the key, I removed the negative rep and everything is okay but thanks for all the help everyone!