I am getting the same problem.
Keynotes show up on all sheets or design layers with each keynote list showing all the keynotes for the entire file.
e.g. on my power plan Electrical Keynotes list for the first floor includes keynotes assigned to the second floor, landscape lighting, 1st & 2nd flr. lighting, exit window keynotes for the 2nd floor plan, mechanical keynotes, plumbing keynotes and finish keynotes.
When I go to the other sheets, guess what? The same lists of keynotes show on all the other sheets!
There is a place in the Callouts OIP that shows a drop down for assigning a keynote to a defined Keynote list, e.g. "Lighting Keynotes 2nd Floor" with the first item showing as "Default Keynote List". If you select the "Lighting Keynotes 2nd Floor" as the desired placement, VW rapidly assigns it back to "Default".
Thus the Keynotes lists are not sheet or design layer specific, but are Global. This creates confusion and a lack of clarity.
I am having to convert all my Keynotes to Callouts in order to complete my drawings. This makes for a lot of note boxes and Loooong arrows across the drawings to convey information to the builders.
I am posting this as a Bug Report as well.