For the life of me I’ve never understood how playing in certain keys is harder than others unless you don’t have reasonable technique…especially on a saxophone, trumpet, or other monophonic instrument. Keyboards can probably complain, but even stringed instruments just move up or down a fret and it’s all there exactly the same (I play bass too). Range is the only consideration, same as with a vocalist. Sure, looking at a key signature with a handful of sharps or flats can be daunting, especially when there’s quick key changes…but you guys are talking about improvising on jazz and pop music. Notes are notes and playing a C#, E or G# is no more difficult than playing a C, Eb or G.
the scales are a given.
Also know every chord arpeggio in every key (expected)
In Jazz sax be able to know all the extensions without thinking #11, b9, 13, #9 (pretty easy)
understand how the diminished and blues scales tie into the current key (pretty easy)
accept that many trills and shakes will only work in certain keys.
be able to play altissimo f#, g nat, g#, a nat perfectly. (or transpose down)
accept because of keywork and hands, keys like D on sax will be faster than F#
and then go find standards to play that.
In the Real Book (the Girl From Ipanema - Getz gilberto version , So What by Miles Davis, Forest Flower by Charles Lloyd,
my favorite things by Coltrane, take 5 by Brubeck, Body and Soul - the bridge.
Good songs to practice different keys other than the countless "easy" sax key songs
all the greats, like Webster, Gordon, Parker, Ammons, even Coltrane tended play in certain keys.