Does anyone know if there is a secure way to know if a CD-key was used or if it has a region locked?

No, you can't. If possible, a bot running several accounts could note down valid codes for different games.

I do know, and there isn't.

steam keys are a mystery of the universe.

View attached image.

I contacted Steam support once, asking them to confirm if a particular steam key was yet redeemed or still available to do so. They answered, but I may have been very lucky according to what people say :)