Reading through your post on blenderartists I think this might be what you are after in the simplest way.

1. Go to the frame that you want the transition to start from.
2. Make the change to the required parameter. In the attached image it is the Mix Shader Factor parameter.
3. Right Click in the parameter field that you want to set the keyframe for and choose Insert Keyframe.

This sets the starting point for your transition. Repeat the same steps for the remaining keyframes that you want to add. From reading your other post I think your difficulty is occurring at step 3. in my example where the keyframe is created.

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