No.  The ETP should not be used overtop of an empty keyway, flats, or any other voids in the shaft surface.  The hydraulic pressure internal to the ETP when mounted will cause the ETP sleeve to deform into the empty space and the connection will be compromised.  If your shaft has an empty keyway, one option is to us a half key, having a rounded top to conform to the rounded shaft diameter.  Another option may be to use a 2-part epoxy to fill the keyway, as long it conforms to the rounded shaft diameter.