Isn't "ei" in Japanese pronounced [ɛː] and not [eɪ]? At least I never hear a final "i". Just like I always hear "ou" as [o:]. But maybe that's my fault... Anyway, [kɛː] would be written "Keh" or "Kee". For the latter, people may be tempted to use the English pronounciation, though, because it's obviously not a German word. [keɪ] would be written as "Keï". The two dots over the i are not an umlaut, but something called "trema", which means that the vowels should be pronounced seperately. But usually with foreign names in German, the original spelling is kept, and nearly everyone will make an effort to pronounce it correctly if you explain how to pronounce it.