Hello dimater.

Oppenh4imer is right. Let me cite you from the FAQ:

What should I do If I win a game that cannot be activated in my region, or if I receive a gift or key that does not match the game I won?

You should contact the giveaway creator to return the gift, and to inform them of the situation. If the giveaway creator is able to provide you with a replacement gift or key for the same game that can be activated in your region, then you should mark the gift as "Received". In all other cases, the gift should be marked as "Not Received". When marking a gift as "Not Received" it's recommended that you leave an explanation in the giveaway comments as a reference for both the giveaway creator and our support team. If the giveaway creator is not able to provide a replacement gift or key, they may ask your permission to delete the giveaway.

With that being said:
Comment on the giveaway, return the gift and explain the situation. If they cannot provide you with a key you can redeem you have to mark the giveaway as not received. If this giveaway is still marked as received a week after it has ended although you couldn't active the key and you have marked it as received, you will get suspended for not activating a win. Hence, you need to change to feedback to not received if you don't get a key you can redeem.
So no, you do not keep the key, you return it to the giveaway creator.

Since you seem unaware of the site's proceedings, please take a moment to familiarize yourself with our FAQ and Guidelines to learn about the rules and how to handle issues like this properly.

It will be better for you also, since a win not registered on your account can bring bad things like temporary bans (even if in this case, you're not responsible for it)
I'll request this right away, and will let you know the outcome.

Thank you for your understanding, and i apologize for the situation. I hope in the future you'll win something not restricted frome me :)