Thanks to the help of @Adam I was able to get KeyDB docker image up and running
Create an image e.g. KeyDB, run example:
docker run -d --restart unless-stopped eqalpha/keydb keydb-server /etc/keydb/keydb.conf --server-threads 4 --databases 101
Then you need to find the KeyDB IP to establish a connection.
View the KeyDB docker image
At eqalpha/keydb find the image ID, this is the first number from the left.
Now display the KeyDB image data
docker inspect 521er1312sr12
Find variable IPAddress
My variable looks as follows
Now test the connection in WordPress and LiteSpeed Cache Plugin
Object Cache: On
Redis Extension: Enabled
Connection Test: Passed
KeyDB is working properly.