Your dream contains a perennial image, The Fountain of Youth. The House's cellar is the unconscious (SUBconscious) mind. The house is the conscious mind of the dreamer. The huge pedestrian city is the collective unconscious. The mermaids are Immortals who've found it. "Hamburg" is a probably a pun for 'hamburger,' food, theobromide, though your interpretation of its meaning is probably valid as well, which presents no conflict. The 'key' is the life-giving knowledge of the centre, as it is at the centre, in the highest place no less. "my people perish for lack of knowledge" says the good book. The mermaid with the dark skin hints at the darkness of earth, it's cthonic aspect, which is purely symbolical as mankind is referred to as 'earth' in many sacred stories such as "Adam" meaning "earth." Kalki, whose name means earth or dirt, is one of Vishnu's avatars, who is so named because he comes to earth to 'clean the place up.' Jung would have called this color 'Nigredo,' which means black and has alchemical connotations. This statement is presumably to inform the dreamer that he is no longer at the earth realm, not 'where he expected it to be.' A similar dream and interpretation is recounted in Psychology and Alchemy, Dream 13, page 117. The dream is recounted as follows:

"In the sea there lies a treasure. To reach it, he has to dive through a narrow opening. This is dangerous, but down below he will find a companion. The dreamer takes the plunge into the dark and discovers a beautiful garden in the depths, symmetrically laid out, with a fountain in the centre." Carl Jung interprets the fountain to mean The Self. There is a lengthy interpretation of this dream as with all of Jung's interpretations, which I'll edit into this post if you want me to.

This is excerpted from a series of dreams of a person going through psychotherapy. The next dream, dream 14 deals with water:

"The dreamer goes into a chemist's shop with his father. Valuable things can be got there quite cheap, above all a special water. His father tells him about the country the water comes from. Afterwards he crosses the Rubicon by train."

There's another lengthy interpretation here I'll edit in if you want me to. Most respectable universities have this book in their libraries.