Before I answer the question can I note that, unless you are transcribing speech, the correct spelling is "going to". In spoken English we often say /ˈɡən.ə/, but in written English always write "going to", unless you are transcribing spoken English.
As noted by an editor of Wiktionary
This spelling, like any nonstandard spelling, risks appearing condescending. Even when going to has the pronunciation that gonna denotes, it is usually spelled . —source
Standard English Grammar requires a form of the verb "to be", so
You gonna lose that key.
is incorrect grammar. It may be acceptable in some dialects, but not in standard English.
As noted above "gonna" is not the standard spelling, so you should write
You're going to lose that key.