Oh and I believe part of the historic mess is that ddraw sets color keys per-surface, so on paper you might set a different key on a mipmap sublevel or cube face. Not that I expect that to do anything useful in practise.
test_ck_complex shows mipmap sub levels return DDERR_NOTONMIPMAPSUBLEVEL in ddraw7, but not earlier. I guess ddraw_surface_set_color_key() could use a FIXME for the !surface->is_root case...