You only need to set the key for the mcuboot child image. From my example here:

set(mcuboot_CONFIG_BOOT_SIGNATURE_KEY_FILE \"${CMAKE_CURRENT_SOURCE_DIR}/custom_key_dir/custom_priv.pem\")

I also had to set CONFIG_BOOT_SIGNATURE_TYPE_ECDSA_P256 in an MCUboot overlay, but that is since I used ECDSA. For RSA you would have to set the same for RSA yes, but remember to set it in child_image/mcuboot.conf or similar to set it for the child image.

Does this fix the issue?