I have read the first several pages of this thread and the last several so apologies if I'm repeating something that was already said in the middle. Here are some things I've discovered about keywords:
1.Amazon recommends against this (but doesn't forbid it) but if your title is/has a meaningful search term, I recommend repeating that in the key words. As an example, my book New World Orders only sells single digits per month these days and when I searched the kindle store for "new world order" or "new world orders", the book would come up on the third page. However, after I added new world order to my search terms, it started coming up on the first page. If new world order were not a search term anyone would use, it wouldn't be worth doing, but in this case it is.
2.Here's the Amazon KDP link indicating what keywords you need in order to get in certain categories. It's down the page under Categories with keywords requirements:
https://kdp.amazon.com/help?topicId=A200PDGPEIQX41
3.Note that keywords help you with more than just categories. They also help you with the "Refine By" areas on the left menu. Try this - go to Amazon and browse the kindle store and select mystery thriller and suspense (don't put anything in the search box). You'll see underneath where you selected that on the left it says Refine By and you can select certain Characters and Moods. Some genres have no Refine By options and others have them but they're different than those for thrillers. The KDP link I posted tells you what those are. Also, a few of the Refine By options are NOT tied to keywords: "Action-packed" under thrillers is not, for instance. To get that Refine By Mood you have to have Fiction>Action Adventure selected as one of your categories and a Thriller category selected for your other category.
4.To use a keyword to get your book to appear in a sub-category based on keywords, you have to do more than just enter the correct keyword. You also have to have an actual category selected with the correct top level category. If I want my book to appear in Thrillers>Conspiracies, I have to both put conspiracy in my keywords AND make sure at least one of the categories I select is a thrillers category.
5.You can't use keywords to get yourself to appear in a category that can be selected in the categories list on KDP, at least I have not been able to. Only those categories mentioned in that link I posted can be obtained using keywords. So while keywords are a backdoor into getting more than two categories, they only work for categories than cannot be explicitly selected.
6.Aside from keywords targeted at getting you into categories or Refine By options, it's important to try to choose keywords that actually have evidence of being used in searches. You can easily find this out by starting to type it in the search box on Amazon (not sure if this works on touch screen devices but it does on PCs). If Amazon doesn't finish your search term for you before you're done, there's a very good chance that it's not a common search term and there's probably not much benefit in using it. As others have noted, even if it is in the search box you also want to make sure that it or some combination of it and your other search terms brings you to a page that has some decent traffic (a few books that sell "decently" which could be a debate all in itself) but where your book could reasonably make the first page either immediately or with a small sales increase.