You might want to consider paracord. For a long time I've used a fob that I made by weaving two 1-yard lengths with a square knot (an online search will show how). The result is about 4 inches long and makes a convenient handle for the keys. In an emergency I can separate out the inner threads to get around 16 1-yard lengths, for not a lot of weight.

In practice I've ended up adding a second (smaller) hank of paracord, for convenience when it's not an emergency (to save the unweaving and weaving). You can never have too much cordage.

Paper clips and safety pins are cheap, small and light and can be useful as probes or fastenings. Safety pins are more versatile, but there is a risk they'll come open and spike you. In practice I've found that risk to be small, but not zero. Paper clips are safer. If you also carry a PS4 you can use the pliers to bend them and the wire-cutters to cut them, so you have more options for improvisation.

My keyring also has an Inka pen, a whistle, a Photo Freedom for light, and some tweezers ("Uncle Bill's").