There isn't anything that logs the keyframes that you create and where (in a time sense) that they are which is built in to Hype. I believe they has been some requests to add something like this so you could create a feature request for this to add your use case and a +1 for the feature.
You could use some coding in the meantime to record where those keyframes are (time wise) and then if a user passes one you can record that and then you would know that they are in between 2 specific keyframes and based on what they press they can "skip" forward or "skip" back. If the timeline continues then you can update which keyframe they've passed and listen again. That's the logic I would use in the meantime.