"You cant find your keys? (..We put them back in your house last week..). It's probably best as you're drunk all the time & could kill someone/get arrested if & when you drink drive.."
Your DF's GP can write to DVLA that he's a chronic serious alcohol abuser, and DVLA may remove his licence. That won't stop him driving if he intends to, so morally you are good to keep his keys for his safety, and for the public if he is drunk 24/7.
However legally, you cannot do so. If he claimed to police you've stolen his keys, if you said yes I have his keys & why, police have little choice but to tell you to return them (otherwise theft) even though totally understanding why. Then he's on police radar but someone has to report him for getting into his car drunk/drink driving. He will be arrested and his car may be impounded.
However police can't do anything (i.e. no legal v moral dilemma!) for example if situation was....
"Officer, He's drunk all the time and lost his own keys. He always does this. He loses them in his house and when out. We've even had to drive him home as too drunk at our houses.
To be frank officer, no one is rushing to massively help him find them as he's drunk from morning to night & he intends to drink drive.
Officer, if we happen to find his keys, they'll get returned to him".
I guess in that example, everyone would be told keys were returned but he lost them drunk.
You see, his keys might have fallen down back of a random chair in any of the family's houses or inside a wellie in any of their coat cupboards, or be lost in his house, and you'd never know. It wouldn't be anyone elses/ family's responsibility to keep finding his keys for him....