How to prevent MacBook Pro from powering up by pressing any key?

Short answer: you can't

MacBook Pro 2018 with Catalina 10.15.7

My experience is similar to Billie Hawkin's excellent answer above: setting AutoBoot to %00 prevents boot on lid open

However, sudo shutdown -h now did not, in my experience, prevent the behavior. When any key is pressed, the laptop still booted up.

What do service shops do? crack open the case and pull the battery!?

And Apple Support was no help :P