I don't know anything specific about Penelope Keys in the timeframe you mentioned but there was a Keys family in Currituck Co.
I suggest you look at the census records and also the books on Currituck Co. Deeds. Here is a deed I have that mentions William Cays (Keys):
JOHN CRANK OF CURRITUCK CO., SOLD TO WILLIAM CAYS, A PARCEL OF LAND LYING ON THE NORTH BANKS. THE BEGINNING CORNER AT A PINE THEN RUNNING TO A SWEET GUM THEN RUNNING A NORTHEAST COURSE TO THE SEA SHORE THENCE RUNNING THE SEA SHORE TO MATTHIAS TOLER'S LINE, CONTAINING 50 ACRES. THIS INDENTURE WAS MADE AUG. 29, 1821.
WIT: JOSHUA GARD JOHN CRANK
The 1850 Census for Currituck lists a Penelopy Keys as 44 with several young children.
You are probably aware of the Currituck web page but if not here is the address http://www.ncgenweb.us/currituck/index.html
There is a wealth of information there.
Hope some of this helps.