Great first effort Trev. Keep it up
About keys. Yes the lead and rhythm have to be in the same key. (unless you want to get into a weird style of music called "polytonal".)
What Stratrat says about being able to play the lead in the relative minor is true too, but what happens in that case is that, because they contain the same notes, the lead is just heard in the main key of the rhythm guitar.
The music (rhythm + lead) will be heard in just one key, which is the key of the rhythm.