I travelled in from Stevenage intending to head for Canary Wharf and asked an LUL staff member what would be best if I had tapped in with a TSGN Key Smart Card at SVG.
He told me unfortunately I would need to exit the station with my KeyGo card, tap in with my Oyster/Debit card and do the same in reverse on the return journey. He did say they hoped to find a slightly less onerous solution in the long run
You could use a standalone validator at Farringdon, they are located at various points around the station, to touch out on KeyGo and touch in with Oyster/contactless.
Do be aware that I have personally had difficulties doing this in similar circumstances with KeyGo, using the standalone validators at Finsbury Park. I've had touch-ins recorded as touch-outs, and touch-outs recorded as touch-ins and ended up withj incomplete journeys as a result. GTR claim the issue is fixed but I haven't had a chnce to test it for myself.
I believe
@Haywain has used the standalone validators at Farringdon to switch between KeyGo and contactless at Farringdon without any issues.
Lomg term the roll-out of contactless across the wider south-east region will mean that you will be able to touch-in a Stevenage and touch out at Canary Wharf. You can already do this is travelling from Welwyn Garden City or Hertford - it won't be too long before it comes to Stevenage as well.