How do you create keys for SSH in Hass.IO and where do you put them?

Known hosts isn’t in /config. You’re not telling it to put it somewhere else so it is in the normal place - ~/.ssh/known_hosts. Which means it won’t survive updates.

In the guide I linked earlier it mentions how to move known_hosts into /config to ensure it persists from release to release. Add this to your command: -o UserKnownHostsFile=/config/.ssh/known_hosts.