How I know if a key is region locked?

You try to activate it. If it says that its not available in your region then it is locked.
This is the only 100% way

It depends on your region, and where you got the key from. If it is from a bundle you can search for the bundle in discussions and look for a thread that talks about it. If you find a thread that is related it will usually state any region restrictions the community comes across. If none are stated in the related thread then it is usually safe to assume it isn't region locked. As 1stCheater says above, the only way to know 100% is to try the key.

I don't know about keys themselves, but if you still have unredeemed games on Humble, you can press the button to generate a gift link. If it has region lock it will show all of the countries it can't be activated in and prompt you a confirmation. If there is no region lock it will just ask if you are sure to generate the gift link. Just press No and get the key after. Thats how I do it.

An experienced source will always tell you about any restrictions. When the key is given away, you can assume the key is global otherwise.