When a key business process is found to be missing a step during end-to-end testing, the first step a consultant should take is to collaborate with key stakeholders. This collaboration aims to determine if the missing step is critical enough to require a change in the requirements before proceeding to go-live. Engaging stakeholders ensures that all impacts and dependencies are considered, and a collective decision is made on how to address the issue. According to Salesforce best practices, stakeholder involvement is crucial in the decision-making process for changes that affect project scope and deliverables.