Legend keys can come from many sources. They will occasionally drop from Battlefield chests (from the long and meaningless Battleground event), though not that often. They are usually one possible reward from Wheel of Fortune. People were sometimes given a decent amount of legend keys if they recharged enough ambers, but I’m not sure about the details of that. Legend keys will occasionally appear in the Lucky Shop, where you can get them with diamonds. However, usually legend keys are much rarer than legend chests, so you might not always open all of them.