Keil does have facilities to put constants into XDATA - I think XCONST is the control you need.
You need to read your C51 & LX51 Manuals.

You should also search the Keil site - there was a thread there about this a while back.

You will also need to enhance your download process, so that it puts your code into the on-chip flash, and the other stuff into the off-chip EEPROM. It will also need to understand the enhanced Hex file format that Keil uses for all this.