I have have just failed my 5th shadow Lab run, 2 of them were buddies in my guild, the rest were random groups.

This instances are way to hard, I will never be KZ attuned.

I have actually thought about quitting a few times because honsetly what is the point if I can't find a group to run through a effin 5 man just so I can get a key fragment.

So what I come to expect is I can either do some quest and grind to get my epic flying mount, or go up to the 3rd boss in SL and leave.

Some instances are meant to be harder than others. Shadow Labyrinth is a level 70 instance and it is supposed to be hard. It is one of the instances you need to do to gain access to Karazhan, which is quite a bit harder still.

With that said, if you get a good group together that has done the instance before, and make sure you all know the tactics, I am confident you will be able to get your key.