Actually, we do have a catholic school, but it is only for pre-k thru 8th grade. This is their website http://www.maryimmaculatekeywest.com.
I don't think there are any private high schools in the Keys. All of the catholic students go to Key West High after St. Mary's, it is actually a really good school and the kids get awarded scholarships to many schools, including some Ivory league. http://www.monroe.k12.fl.us/default.asp
is the website for the district and http://kwh.monroe.k12.fl.us/
is directly to Key West High. There are two other public high schools, one in Marathon and one in the upper Keys- info is available on the school district website....