Hello Daniel,
I apologize for reverting back after so long.
I used a Ubuntu LTS 20.04 LXC Container Template in Proxmox installation. I realize that after running the zentyal_installer.sh script, I haven't got gnupg2 installed, so I installed it afterwards, then re-ran the zentyal-installer.sh script. Since the script already found the line inside /etc/apt/sources.list, it won't proceed with the apt-key.
Maybe either check for gnupg2 before apt-key, or use another way to determine whether the key is already installed?