A simple cd is not working
I tried keep with a cd command but got nothing...

Hey @Sanix-Darker ! Thanks for reporting. Yes, this seems like a bug based on how keep is implemented right now.
keep run uses Python's os.system method to execute a new command. os.system executes a command in a sub-shell. So, it does not have access or control over the origin/parent shell. A command like cd modifies the current working directory and needs access to the parent shell.
Running commands from keep also do not save them to the shell history because of the same reason. But it will be nice to have that feature, and will be fixed by having a new way to execute keep run. I will leave this issue open.
As a protip, I use z to jump around directories.