I can't help with KiCAD as I'm a bigger noob than you - but also need to learn it, got a cool ortho board in the works ;
But for the per-key and underglow LEDs you want to use WS2812 compatible LEDs with integrated drivers. Those have 4 leads - Vcc, GND, DI (=data in) and DO (=data out). You chain them with DO of one LED to DI of the next. Therefore you only need a single digital PIN for all the LEDs. Well, two - one for underglow and one for per-key.