I take it since she said "but in Keighley" that Keighley is a town.
Since Leigh can be spelled with the "eigh" as "ee" I would say Keighley as kee-lee. It's possible that the "th" sound is just the local accent... seeing as it's in West Yorkshire, I want to say it's the accent :)
Not like Leicester (which is les-ter for those who don't know) which has a weird pronunciation but it's the same pronunciation everywhere.
"Chan eil tuil air nach tig traoghadh"
"Maybe surrounded by
A million people I
Still feel all alone
I just wanna go home
Oh I miss you, you know"
- 'Home', Michael Buble