First off, a note on completion for this hold. This is something that will be revealed past this point, so I'll leave it to you if you want to read the information now or get it through play.
Click here to view the secret text
×There are two challenge scorepoints in this hold. One is for not releasing the other prisoners on the first level. The other is for never entering a secret room - and the shop is a secret room.
I don't think it's possible to get both in one run. If it is, it's absurdly demanding. Much easier to use the prizes from secret rooms to make up for the stats you aren't getting from the prisoners, and the rewards from the prisoners to help you make up for the big shortfall you're missing out on from the secrets.
I don't remember the details of my playthrough very well, but in general, I would say you want to start by focusing on the places where you'll definitely use a lot of keys. Especially the ones that give the keys back. Because keys are so tight, you really want to get the key routing worked out first.
One minor trick I found is that there are a few places where you can trade a green key for a yellow key and vice versa, with no additional prizes. At first glance, it seems useless to make both of these trades as they just cancel out... but doing so can actually be useful because you're short on keys so often. The trick is to make the trade to access a location that asks for a bunch of keys and gives you a key profit.
For example, say you have two yellows and two greens. There are three yellow doors with two green keys and three yellows behind them. If you trade a green for a yellow and take that stash, you end up with three yellows and three greens, making up for the green key you spent. Then, if later on you have one yellow, one green, and there's a two green key door that gives two yellows and two greens, trading a yellow for a green nets you a profit of one yellow key. But since you were at one green at the time, you probably wouldn't have had that if you hadn't made the earlier trade and gotten an extra.
The end result is that you got more than if you only took one of the trades, especially if there were other items along with the keys. There are definitely a few places where you can make use of this, and it can extend your keys a little bit further.