I think you need to list exactly what sound files you are trying to playback in Keynote as I have difficulty understanding what is going on in your project.
I don't think its a complicated issue, however the terminology used by Apple to describe functions is confusing, for example the word "recording" is used in three types of functions.
I need to have sound as though I am listening to music while recording.
I want to record the music on the keynote
I already have the song in the keynote.
According to the above, you have been able to add this music from iTunes which is playing in Keynote.
Is this correct or is there other music your trying to add?
if i'm recording while listening to iTunes
I am recording also with QuickTime.
What are you recoding with QuickTime, a voice over, additional music or are you trying to "record" builds or transition timing using Play > Record Slideshow ?