Here is what each message means:
- "That does not look like a Steamworks financial key." Part of it is missing or something extra came along. Copy the key again straight from the group page and paste it on its own.
- "Steam did not accept this key." The key is not from a group of the type Financial API Group. Other group types cannot read sales. In Steamworks, open Users & Permissions, then Manage Groups, create a Financial API Group and use its key.
- "Steam did not answer just now." Steam was busy. Try again in a minute.
Limited the key to certain places? Then Steam turns everyone else away. The Steamworks settings page shows what to allow.
It worked before and stopped? The key or its group was probably removed in Steamworks. Paste a new key and we pick up right where we left off.
Steamworks connect comes with Indie and Studio.
Tip: the full setup is in How do I connect Steamworks.