I see you're getting no response yet here Ropata....I've bought and made mounting back plates for various chucks but mostly bought for D1 (3 "pin") camlock spindles.
I never made one for/that needs a key/slot system except for a Hardinge camlock system that is just a setscrew threaded to a "key nub" (lol) adjusted (pushing) into the slots on the tapered spindle nose)... and the drawbar works with (goes through) to the 5C collets in the key in the collet chuck itself....
But ifn' we're on the same page here, I would say yes: Go ahead and machine (have them?) broach or EDM, wire or?) the keyway when you or they do all the drilling and tapping. If there is supposed to be a key system for cylindrical drive "pressure" on a chuck mounted on a lathe, it's best to put it in there.
(Again, though, I might not be reading you right here and now I also see OD threads so??)