The “may affect Wi-Fi and Bluetooth connections” warning simply serves as a reminder that 2.4GHz WiFi Channels and Bluetooth occupy the same radio spectrum - and may cause mutual interference that potentially degrades performance of both. Seeing this warning does not imply that you cannot use your keyboard.
Whilst 2.4GHz WiFi and Bluetooth devices often coexist without issue, problems can occur. Using 5GHz WiFi channels, in preference to 2.4GHz, completely avoids potential interference to (or from) Bluetooth devices. As such, where you are able to do so, this approach is recommended.
Should you experience issues, these WiFi settings are recommended. If using 2.4GHz WiFi is unavoidable, you should avoid using “wide channels” (different Router manufacturers use various names for names to describe these options).
Recommended settings for Wi-Fi routers and access points – Apple Support
As for difficulties with your Bluetooth keyboard, from your iPad settings “forget” the keyboard and re-pair.
https://www.imore.com/how-use-bluetooth-keyboard-iphone-and-ipad