This weekend I drove down to the Keys and I had 4G most of the way except in Marathon and Big Pine Key on my unlocked Samsung Galaxy Nexus
As for Key West itself, I had coverage at the entrance of Key West but when I got closer to Duval Street and the western part of the island, I lost 3G and only had EDGE....in some parts I could barely get a 3G signal but i t was mostly 2G....pretty disappointing that they don't expand 4G all the way to the area where people spend the most time in the Keys
It appears from the coverage maps that you are correct. The SW tip of Key West is listed as "satisfactory", which I've always translated as "hopeless". I wonder if this was an oversight or if there is some regulatory problem installing antennas in that area?