Correct subdirectory used for keys and use os.Remove instead of RemoveAll

[Gustav-Simonsson]

The keys should be in a sub-directory in the datadir, and also usage of os.Remove instead of RemoveAll is better in case the key address is ever empty, to avoid accidentally deleting the whole (sub) directory.

[fjl]

The keys are now in <datadir>/keys.

[Gustav-Simonsson]

Re-opening since it still uses os.RemoveAll

[zelig]

fixed in #796