Two parts to this question I think. One of a general nature, the other a bit more specific.
On a general note, I think it’s safe to say that two songs that are harmonically compatible will usually sound good together. This doesn’t mean the opposite is also true, i.e. if two songs are not harmonically compatible they will sound bad together. So you can mix stuff that you think sounds good, regardless of what key it was in. Actually, the first key lists I saw where back in like 84 or so. The tricky part was that you’d need to take records with exactly the same bpm to make it work, because as soon as you changed the pitch, the key would be off. Since the days of pro-grade DJ-players we have key lock and that is no longer a problem.
More specifically: going from Fmajor to Gmajor (translated to camelot 7B to 9B) is totally feasible. It will give a “mood jump” of sorts or an energy jump. Going to Dmajore would be stretching it a bit usually, but … nothing is set in stone. So if it sounds good to your trained ears, I am sure the audience won’t have a problem with it.
Harmonic mixing is not a law, not even a rule. Merely a handy tool to help put together a pleasant sounding set. Quite frankly a perfect harmonic set, mixed flawlessly can easily sound a tad boring too.
Sometimes you got to keep the crowd awake and on their toes.
Greetinx.
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