Saw this was an issue earlier (previous bug report closed. Same issue - when creating an OpenRouter model and adding an API Key, an error message is displayed: "Failed to validate the API Key. Error message: The data couldn't be read because it is missing."
I verified I have credits (about $20) and created API keys that work properly for other UI tools (i.e., Msty) so it seems to be a BoltAI bug or error.