When naming your guards, note down the names of the first five guards. The first five guards always have the same keys:
Guard 1 has the Cell Key
Guard 2 has the Utility Key
Guard 3 has the Entrance Key
Guard 4 has the Staff Key
Guard 5 has the Work Key
All the other guards will not be carrying any keys.
This is stored in the savegame, so it should stay the same on current savegames.