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Actually, there are three skills you can use out of stance for it, based on Intelligence, Allure, and Technique respectively.

By "learn" I meant unlock. The brothel NPC does not sell that particular skill book, and I haven't found any other way to unlock the Athletics skill either.

You can buy it from the goblin madam. The merchant randomly sells beer kegs, which contain ten beer bottles and can be used to brew more once emptied (no crafting skill required).

Is there a way to learn the Athletics skill if you don't start with it?

If you're just playing for the main campaign, probably not. If you're interested in the side content as well, sure.

Sofia doesn't notice if you hit her with Demon Layer while she's asleep. (These attacks won't count against the 3.)

It has to be night time, and you have to have developed your relationship with Vivian somewhat. Have you bothered with the conversation options?

Specifically, one key spawns back at your starting point. The others remain where they are.