As 33-year-old Serena was beating sister Venus on Centre Court to stay on track for a calendar year Grand Slam, Vandeweghe used her powerful game to drastic effect to beat Czech sixth seed Lucie Safarova 7-6(1) 7-6(4).
Keys, seeded 21, recovered from a set down to beat Belarussian qualifier Olga Govortsova 3-6 6-4 6-1.
While 20-year-old Keys is already being tipped as the player most likely to fill the void when the Williams sisters call time on their glittering careers, Vandeweghe, a couple of years older, has taken longer to realise her potential.
Having taken care of Czech world number 11 Karolina Pliskova in the second round and demolishing former U.S. Open champion Samantha Stosur in the next to surpass her best grand slam run, she again rose to the challenge against left-hander Safarova.
She described her performance as her worst of the tournament so far, but there was still plenty to enthuse about, not least a formidable serve and some net-skimming drives to the baseline that nearly knocked Safarova off her feet.
"I didn't really feel that good," the New York-born 23-year-old told reporters. "I thought it was one of my worst matches that I played the whole tournament so far.
"Serve was kind of in and out. I mean, it was there when I needed it, especially towards the end."
Tellingly, she no longer regards beating a top-10 opponent as a big deal any more.
"It's a match win. I mean, if we're going to go by upsets, I have already had three. It's just another win," she said.
When it comes to sporting DNA has good stock.
Her mother Tauna, a real "60s child" according to Vandeweghe, who gave her four children nicknames Coco, Beau, Honey and Crash, was a former Olympic swimmer while her grandfather played for the New York Knicks in the '50s.
Her late grandmother won a Miss America title.
It is an interesting family tale and Coco (real name Colleen) looks like adding some colourful chapters if she continues her upward climb in the rankings.
"This is the furthest I have ever gone in a grand slam and I'm playing really well at this time, but I'm not really considering it like, wow, a breakthrough," she said.
"I think it's stepping stones more than a breakthrough. I would more say it's on the lines of it's been a while coming."
Vandeweghe's next test is 2004 champion Maria Sharapova.
(Reporting by Martyn Herman; editing by Ken Ferris)
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