Give enumeration types singular rather than plural names, so that they read as self-evident:
var directionToHead = CompassPoint.west
It looks like CodingKeys is an exception to this. New adopters of Swift will encounter it and suppose that their own enumeration types should likewise have plural names.
The name CodingKey is already used as a protocol. We could rename either CodingKey or CodingKeys.
You're quite right that CodingKeys is an exception. This would have been a valid point to bring up during review of the Swift Evolution proposal for Codable. In hindsight it may have been appropriate to name the type CodingKey and the protocol CodingKeyProtocol.
Once features have been designed and implemented, however, the threshold for reconsidering the design is considerably higher. This is why it is important that proposals are so carefully considered the first time.
I can see absolutely no circumstance in which CodingKeys or CodingKey could be renamed now.
I agree with @xwu even though I don't like the CodingKeys name because in most cases we use an enum and a single value of that enum does not represent multiple coding keys but a single one, therefore the name should always have been CodingKey, not its plural form.
I don't see this as a regular enum, but rather as a hack that hopefully will be replaced in the near future (say... not more than five years from now ;-) - so I don't think it's justified to spend time on fixing minor inconsistencies.