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What is the common name for this device that is used to lock up keys?

That's a lock box. For a bit more precision you can call it a door combination lock box. See for example: Key Lock Box, Combination Lockbox with Code for House Key Storage, Combo Door Locker Key Safe ...
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What is the common name for this device that is used to lock up keys?

It's called a lock box. It's often used by real estate agents to store the keys for a house so that any agent with the combination can get the keys. It's sometimes used with AirBnB properties as well.
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