I'm sure there is a "right" way of doing this ... but ... I'd be most inclined to go ahead and add your hook keeper to the rod, do your thread wraps, and finish it off with rod wrap finish, just like you would do if there wasn't already a finish on the rod. Finish only the wraps to about one or two thread widths beyond the wraps.
That should insure hearing from lots of people, the "right" way!!
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