in SDK 15.3.0, no eddystone lock event (NRF_BLE_ES_EVT_LOCK) is triggered after the unlock key was changed.
according the eddystone configuration specs:
A single byte of 0x00 followed by a 16 byte encrypted key value written to this characteristic will transition the interface to the LOCKED state and update the security key to the unencrypted value of key[16].
so its not possible to change the unlock key without a transition to lock...