Shield Key was used in the dungeon for the 3rd or 4th succubus.
Sword key is for a treasure room, NW corner of a small temple, you get golden sword and golden sth. (armor?) from it.
temple: from Nanatsu village, go to the border control (where you needed a pass), south of there to the left, left (where the berry collecting girl is), further west and up. (more or less).
The succubus machinery ... no idea yet. I hoped it would be to do with the similar structure north, where you need a bomb, but nope.