What should I do if I lose my report key or forget the password I created?

Because of the high level of security that is maintained for these reports, if you lose your report key or password, you will need to file a new report. Mention in the new report that it is related to a report you previously filed.

Are these follow-ups on reports as secure as the first one?

All NAVEX correspondences are held in the same strict confidence as the initial report, continuing under the umbrella of anonymity, if you so choose (and where permitted by local laws).