Thank you jayjwa indeed.
The question was pending for such a long time, that I (almost) completely lost any hope to get a reply
Yes, I tried make help | grep zip. There are some options for building kernel in zip, rpm, debian, etc, but as fas as I understand it is done to the kernel only (after it has been build) for a mere distrib convenience and has nothing to do with the module installation.
It might really have to do with the way of running depmod (I didn't supply the reference to System.map), I might check it, but this is such a disaster (it is not only about USB keyboard, but about some FS supported in modules), that I better wait
As a matter of fact, with the new version of gzip, you can simply say gzip -r *ko, and no there is no need to use find. Some drivers can be build into the kernel, and, as far as I remember, USB kbd might be one of those.
Once again thanks a lot. Now I at least have a plan ....