I was trying to create a guide but since Steam don't let me I'll post here.
Found it yesterday with a friend using Parsec so I don't know if it works for everyone.

To play coop with keyboard the host will need 2 controllers connected.
1 - Start the game, go to calibration and map the keys for P1 controller.
2 - New game/load and select 2 players mode.
3 - Pause and go change characters, P2 should be controller and P1 keyboard.

PS: Don't use the right analogue stick, my friend's game crashes every time he uses it.

Hope it works for everyone before the devs fix it.