Use Crates instead of Playlists.
Crates will power up on a default, but once changed (i.e. to Key) it will be remembered and you can switch unlimitedly between crates without changing the chosen sort order (so in your case it remains key).
Playlist are always designed to be played in specific play order. For more explanation read the post from the quote below:
Although you can sort playlist (now by updates), the base is still Play Order. Crates have the purpose you are looking for