I've seen bullet seating depth make a small difference in accuracy, but never have I seen a change in depth cause key holing. May I suggest that you measure the diameter of the cast bullets? Ideally, they should be 0.459" or 0.460" for a 458 Win Mag. Any less than 0.458" will explain your key holes.

Another phenomenon I've witnessed is soft bullets causing a buildup of lead in the bore that squeezes bullets to an undersized condition. These will key hole. This can get so bad with some promotional 22 LR ammo (550 rounds per box), that the impacts on the 25-yard target will be difficult to recognize as bullet holes.

Using cast bullets in the 458 Win Mag is a great way to shoot economically, and to practice without developing bad habits. I'm surprised you're having so much trouble. I use the RCBS 45-405-FN mould to cast bullets from wheel weights. I size them 0.459" with LBT Blue Soft lube and Hornady gas checks. They work wonderfully.