I recently tried to purchase an untradable Ultra Street Fighter IV Upgrade with 3 keys from user gamerexq. The bot offered me a trade for the keys, I accepted. There was an error in the trade, the keys are gone, the seller hasn't received the payment and I haven't received the upgrade because of it. What should I do about this?

I checked my inventory history, it says the trade never took place.

If you cannot find the trade in your inventory history, this should be a problem about Steam because the keys are supposed to be in your Steam backpack?

Maybe try to contact Steam support?