Also have one of those chain key locks (and a couple different keyways of chain key blanks).
However, to match the person's question, they are describing a screw key. They are still frequently made in India and a few other places. The key is like a very course threaded screw, with dimple cuts along the threads. The keyway is also threaded, and pins stick down radially into the keyway along those same threads.
Don't have one of those yet, but would like to get one at some time. Here is an example:

Gordon
Just when you finally think you have learned it all, that is when you learn that you don't know anything yet.