Sorry, as you probably can tell, english is not my native language.
But No, not saving a Hotcue with a particular pitch. It just alters the Key in that instance you press the selected pad.
Explained in steps:
- Select wanted Hotcue on pads.
- Press the Key icon on-screen.
- You get the same screen as now (after the update) but further more there will be 3 lines of on-screen pads.
- If you press the single 1 in the middle, it will trigger (play) the Hotcue point in normal Key. But if you press the ones above, it trigger (play) the selected Hotcue in x amount -key, depending on which ‘pad’ you choose. And the ones below, trigger the Cue in +Key.
Better now? 
Made the feature request for more than a year ago, with the normal pads, but it can be confusing because of the text above the pads.
So when they launched the latest update, I just saw a possibility in doing it on screen instead.