Purchasing additional key ring slots in the market is only applying to the character that is logged in. Purchasing the keyring feature (teleport, illusion, familiar, etc) applies to all characters on all servers. Purchasing TS Depot applies to all characters on all servers. Purchasing additional TS Depot slots applies to all characters on all servers. Purchasing Hero's Forge Feature specifically notes in the description it only applies to the character that is purchasing it. The description for additional keyring slots does not specify or in any way imply it is only for the currently logged in character.
We updated the description of the Additional Key Ring Slots to state that it is a character specific unlock. The change should appear in the next update.