Is there any point in keeping those two old slave keys from the first dungeon near Sedya Neen?

You can throw them away, doesn't seem to work on other slave in other places.

dont throw all your keys away though remember you will see posts all the time here that youve sold something and now you need to get it back but its no longer there. well if you have a guild or cult that you favor you could dump all those odd ball items there just on the floor anywhere it wont disappear so dump away. just remember which faction you dump all the stuff.i dont know if it is a bug but ive broken into houses before looted what i thought was valuable. found a key used it for all the locks in the house. then come to a quest that wants you to get an unvaluable item from that locked chest. now sometimes it relocks on me if its quest based(sometimes) so its always good to have a dumpoff site for that kinda stuff.

No, but that doesn't mean you shouldn't keep them... However, you can put them on the ground or somewhere where you can find them. They won't go away.