Used scanned assets from Megascan and compared outcome between Keyshot and Marmoset
Tried it more my own assets as well ( not scanned, but baked from highpoly to lowpoly, same problems)
Even used the substance normal exporter in case Open GL or DirectX was the issue
There are not much infos about KeyShot settings or version. And it seems that there are problems with the normals of the polys. Maybe you could recalc them. Do you used the round feature?
Maybe you can share a scene with this part or a simple one with the same issue?!