Keywords: What does IMDb prefer?

Yikes. Silly questions for such an educated man!
Tsar if the plot has Tsar. Czar if the plot has Czar. Plus, there is a distinct difference in pronunciation of the two words.
African-American naturally. It is a PC World Brad. Black references in keywords should only be used if it is spoken in the dialog of the script of that title.
If a plot says Native-American, then Native-American. Same for American-Indian. First Nations is getting carried away PC wise and is unnecessary. Unless the plot or the script has that word in it. Then it would be appropriate.

Does it make any difference?

C'mon, you could have extrapolated your own answer!