(Don't install .0a2, .0a1 is good enough as comparison.)

Are you saying that you see, in one line,
  (*) Use a Custom Key Set  [IDLE Classic Windows --]
(where -- is the select mini-button)

This would be wrong and would suggest that 'IDLE Classis Windows' was somehow added to .idlerc/config-keys.cfg and should be removed and your install retested.

Or do you see, on two lines
  ( ) Use a Built-in Key Set  [IDLE Classic Windows --]
  (*) Use a  Custom  Key Set  [    Veky             --]

This would be normal.  If so, please tell me one difference between the two key sets (quote the exact mis-matching lines) and what behavior tells you that the IDLE CW key set is being used in spite of Veky being selected.

I retested on my machine that there is a difference between I.C.W and Terry key sets and that switches the selection, back and forth, in the dialog switches the behavior back in Shell in the expected way.