Hello Toxjk.

If you have key that can't be activated in Japan, then you should choose all countries except for Japan when you created giveaway. Choosing only Japan makes this giveaway available only for people from Japan. Not exclude them:

Select the countries where your gift or key can be activated to limit your giveaway to the appropriate users.

You can ask winner permission to delete this giveaway, that way you can make another giveaway for this game with key they could not activate. Otherwise you must accept not received status, and can use key for other giveaway with proper regional rescrictions.