Hmm... for the keyblade, I would probably make it like the dwarven waraxe from 3.5/PF; that is, a keyblade is an exotic, one-handed weapon that can be two-handed as a martial weapon, deals 1d10 slashing or bludgeoning damage, has a crit of x3, and weighs 8 lbs. Dunno what the price would be; I'd probably put it as 75 gil, mostly because of the potential it has with the extra keychains.
As for a lot of the feats, what you're trying to go with there really makes me think of initiators from vanilla Pathfinder. Maybe they could be divided into a couple of different specializations and get their disciplines from that? Like, a 'Power' set would give you Iron Tortoise (with a feature that lets you use your keyblade as a shield by doing two dice sizes down in bludgeoning damage), Primal Fury, Scarlet Throne, and Thrashing Dragon, a 'Balanced' set would give you Elemental Flux, Mithral Current, Riven Hourglass, and Steel Serpent, and a 'Magic' set would give you Elemental Flux (as well as an animus pool), Shattered Mirror, Veiled Moon, and either Silver Crane (if good) or Black Seraph (if evil).
Alternately, we could do something similar to the Sword Saint's schtick, perhaps even making the Keyblade Wielder into a Sword Saint archetype with its own set of abilities, and maybe some spellcasting; a lot of the extra stuff you're trying to do here really should be class-exclusive. The Keyblade Wielder feat in particular, that's pretty much exactly how a Soulknife works (albeit using things like swift actions, bonus actions are a thing for 5e D&D, not Pathfinder).
The keychains, being weapon mods that have some obviously magical effects, need to also be priced, and be reasonably expensive at that. The keyblade itself also shouldn't be getting an enhancement bonus as you level; that should be something that a class specializing in wielding keyblades gets, not everyone who uses a keyblade.
As for a lot of the feats, what you're trying to go with there really makes me think of initiators from vanilla Pathfinder. Maybe they could be divided into a couple of different specializations and get their disciplines from that? Like, a 'Power' set would give you Iron Tortoise (with a feature that lets you use your keyblade as a shield by doing two dice sizes down in bludgeoning damage), Primal Fury, Scarlet Throne, and Thrashing Dragon, a 'Balanced' set would give you Elemental Flux, Mithral Current, Riven Hourglass, and Steel Serpent, and a 'Magic' set would give you Elemental Flux (as well as an animus pool), Shattered Mirror, Veiled Moon, and either Silver Crane (if good) or Black Seraph (if evil).
Alternately, we could do something similar to the Sword Saint's schtick, perhaps even making the Keyblade Wielder into a Sword Saint archetype with its own set of abilities, and maybe some spellcasting; a lot of the extra stuff you're trying to do here really should be class-exclusive. The Keyblade Wielder feat in particular, that's pretty much exactly how a Soulknife works (albeit using things like swift actions, bonus actions are a thing for 5e D&D, not Pathfinder).
The keychains, being weapon mods that have some obviously magical effects, need to also be priced, and be reasonably expensive at that. The keyblade itself also shouldn't be getting an enhancement bonus as you level; that should be something that a class specializing in wielding keyblades gets, not everyone who uses a keyblade.