Yes, it is common to find both of the keys damaged or broken. Sometimes the keyway slot in the gears get worn also. Since there are two opposite keyways in each gear, just use the other keyway that was never used for a perfect fit. Use new key. Check carefully for wear or damage to the smaller key in the upper shaft also. That key will need to notch into the slotted washers (top and bottom) as your assembling the 3rd and 4th gear cluster. It is critical to keep the 3rd. and 4th gear cluster tightly held together during final assembly so the key and slotted washers do not shift out of place. You must pay close attention to this situation until the slotted nut is finally tightened!
You can use grease to hold all those pesky needle bearings in their cages during assembly.