Some of them don't, but it's difficult to tell unless you're keeping track of which items you've gotten and who they're for. I don't know if you know what "key item" looks like in Katakana, but objects containing them will give a green banner that has those characters, after a comma I believe. I don't think there's a notification of respawn key items, but this way you don't have to break/open everything you find just to see if it has one.
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COME ON BOYS LET'S GO KILL SOME BOOOOOOAR
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