Thanks Damola,

It does appear that KEY is a compatibility word in SQLite3, and MySQL indeed has it as an alias for INDEX and as a compatibility with "other" DBs.

I checked Microsoft sql and I couldn't find a bare KEY in their documentation, albeit, I didn't do an exhaustive search of their documentation or look at other DBs. So, it is a no-op, and I'll just use the CREATE INDEX statement to create an index. (If this "key is a no-op" had been documented, I wouldn't have had to post my query here)