Back in the day a sprite was a smaller 2d bitmap you'd superimpose on the screen. A key frame was a marker like this.

I’m trying to remember the name of a UI control that could be backed by something like this. It was a sequence of thumbnails laid out in a row like a film strip. (For all I know, that was what it was called.)

Yes, and the sprites were supported by a specific coprocessor. For example, the Apple II didn't have one.