Hello Ajeesh,
Please feel free to contact me if you have any questions regarding this matter.
There should be no limit with respect to how many data key fields may be specified in WHDG. I have tried this scenario with the latest available version but am so far unable to reproduce the issue. Attached is my test sample for your reference. In order to look into this matter further a working sample would be greatly appreciated.
Please do not hesitate to contact me with any questions.